The Miami Herald has an article that notes the use of The Rolling Stones music in Scorsese's films (and not just Gimme Shelter). Scorsese has had a Stones song in at least four (crime) films. Not as much usage as is legend but enough to support his comments that: "What they say in their songs has really affected the attitude that turns up in characters in my movies over the years. So they've been something that's fundamental to the films I make."
Here's another really great article that quotes Scorsese at length about the use of the Stones (and his sense of humor about it) from The Orlando Sentinel.