Many song titles have characters which are not legal in a filename, and this varies by OS.
I would expect that most operating systems can accept most characters. Right, path separators are out, there are binary characters that aren't allowed (but then again - you have a hard time printing those on your CD booklet), so I'm genuinely curious where this falls short.
\ / : * ? " < > |
There are a lot of artists, albums, and songs that use the forward slash (AC/DC, Less Than Jake's TV/EP), colon (Bandits of the Acoustic Revolution's "Intro: This is a Call to Arms"), asterisk (some releases of Serj Tankian's "Beethoven's Cunt"), question mark (Arctic Monkeys' "What If You Were Right the First Time?", David Bowie's "Life on Mars?"), and double quotation mark (David Bowie's "Heroes", Fall Out Boy's ""Tell That Mick He Just Made My List of Things to Do Today""). As a stickler for having a well-organized music library, not being able to use those characters in my organization would be a bit grating.