"Monday, Monday" and "I Don't Like Mondays."
"Ruby Tuesday."
"Another Saturday Night (and I Ain't Got Nobody)."
"Gloomy Sunday" and "Sunday Kind of Love."
The Monkees song "Saturday's Child" mentions Wednesdays. . . . otherwise, i can't think of any.

In some areas of the country, Wednesday is Prince Spaghetti Day! But that's an advertisement, not a song.

Clearly we need more midweek songs.