Happens all the time with me and my dad. My dad likes a lot of one-hit-wonders from the 80s (he was in his 20s and 30s then) and it sucks that the DJ doesn't make mention of who sings what. It took him years to figure out that it was some band called After the Fire that sung "Der Kommisar."
With the advent of the Internet, you can catch what was played within the previous hour, however, my dad NEVER goes on the Internet.