Back in 1967, Linda Ronstadt and the Stone Poneys had a hit with "Different Drum." The lyrics tell the story of a couple in the midst of breaking up because each person "travels to the beat of a different drum." Most people understood this reference at the time because Thoreau's words seemed to be everywhere in the 1960s. Especially with the movements of civil rights and environmentalism, his philosophies became even more relevant. Also in 1967, a U.S. postage stamp was released with his face on it, to celebrate the 150th anniversary of his birth. Henry was everywhere, and his quote about someone hearing and following the beat of a different drum was (and still is) quite popular.
On the other hand, Don McLean released a song in 1969 called "Castles in the Air." In it, the boy is breaking up with the girl because he's tired of her "castles in the air." "Castle walls just lead me to despair," he says. This seems to be a reference to Thoreau's "Conclusion" chapter of Walden: "If you have built castles in the air, your work need not be lost; that is where they should be. Now put the foundations under them." The trouble with the girlfriend in the song is that she never follows up on her plans, and her boyfriend grows too frustrated with her inactivity to stick around.
On the Dark Side of the Moon album by Pink Floyd, you'll find the song "Time." It includes the line: "Hanging on in quiet desperation is the English way." This seems to refer to Thoreau's quote, "The mass of men lead lives of quiet desperation." Pink Floyd's lyrics talk about the need to make the most of life and the time we have, otherwise "one day you find ten years have got behind you," and you have nothing to show for it. This is a dark song, focusing on the time people waste without even realizing it. Hopefully listeners understand that they have the ability to lift themselves up out of this "quiet desperation."
Otherwise: look for songs about a love of nature or the spirit of independent thought.
You may wish to research the songs of Don Henley, formerly of the group, The Eagles. For, he founded the Walden Woods Project to protect Walden Pond from the threat of real estate development.
Another choice may be someone who sings songs about nature or individualism, such as Michael Jackson's "The Man in the Mirror."
This is a bit of an old one, but a song that might be the statement of one aspect of Transcendentalism is "My Way" which is best known as a Frank Sinatra song. That song does a very good job of summing up the Transcendentalist idea that people should follow their own consciences and be true to themselves rather than trying to do what others think they should.
In terms of songs, take your pick! Transcendentalism and its themes are something with which modern music strongly identifies. I am a fan of Bowie's "Heroes." I think that this song fits many of Thoreau's ideas about individual identity and the need for individuals to act in their own interests and their own sense of the good as opposed to a social convention of conformity. Bowie's refrain captures much of Transcendentalist thought: " We can be heroes/ Just for one day!" The idea of being able to be "heroic" within the life of the individual, if only for an instant, is something that unifies Thoreau's impassioned plea for individuals to act in their own pursuit of the good and not within the scope of a conformist vision of reality. One of Thoreau's hopes is that the individual will recognize how the unity of their own consciousness with a supreme and transcendental spirit will help to bring meaning to reality. Somehow, I cannot shake off the Simon and Garfunkel song, "Bridge Over Troubled Water." The idea of individuals being able to place trust in a conception of unity, both reflective and distinct of oneself is something that is an undercurrent in the song. "Like a Bridge over troubled water, I will lay me down" as well as the idea of a higher force being able to remedy what pains individuals would appeal to Thoreau's hope that individuals can shed the contingent and the transitory in the embrace of a higher power and a more unifying force.