Grooveshark provides free music streaming, online radio stations, and lets you connect with artists and friends. Users can stream and upload music that can be played immediately or added to a playlist. It was removed from Apple AppStore after copyright-infringement complaints from major music labels. Grooveshark community developer have responded to a user query about lack of Windows Phone that Microsoft would not allow their app in Windows Phone Store.
If you are not aware of it, html5.grooveshark.com works pretty well on Windows Phone 8 browser.