If you listen closely to the fade-out on 'Rio' (Duran Duran) you will hear that the song actually ends. Why bother fading out a song if it's just going to end at that exact point anyway? I've wondered this ever since the song's release.
There's another famous song that does this. Of course, I can't think of it right now, but, I remember realizing for the first time when I listened to it with headphones on that it ended before completely fading out. Otherwise, on the radio or computer speakers, it sounded like it faded out playing.