Many folks in the Community have requested certain tracks, albums or artists be added to Spotify. The reality is that Spotify would like to have all the world's music available.
Therefore, anything which they have the right to upload and has been provided to them, should be available on Spotify. They are signing new labels and working hard to add music every week. Hopefully your favourite music will be up soon.
If you still can't find the music you're looking for, try contacting the artist or record label and ask why the music isn't on Spotify.
You can also use This Form and provide them with feedback. When doing so, do please keep in mind that this is an internal list they will use at regular intervals, to see how much interest there is for any given band. Submitting a name in that form or this thread doesn't mean they will magically be showing up soon.