The chart in a few posts previous indicates that Siri can only play music if it is already on your phone...
That's not quite true.
I have no music stored on an iP4S but am able to play music from iCloud with some limited success...
It appears that if Siri gets a quick answer from iCloud it will work OK.
"Siri, play anything by Ray Charles"
Siri: "Looking for 'Ray Charles'...
Siri: "OK, Ray Charles coming up..."
Ray Charles: "Your cheating hear will make you weept..."
"Play anything by Flip Wilson"
Siri: "Looking for 'Flip Wilson'...
Siri: "Sorry for the delay..."
Siri: "OK, Flip Wilson coming up..."
Flip Wilson: "Everyone has idols right? People that inspired them and drove them on to greater horizons... As a kid my idol, and he's still my idol ... Of all the great American heros, my idol is Christopher Colombus..."
Flip Wilson: "Siri gonna' find Ray Charles!"