Okay, not a musical. It is a real play, running in London and getting reviewed, and everything.
From The Guardian:
...Prebble's overwhelming point is that nothing has been learned: that, even as Enron employees were losing everything, others were pocketing fat bonuses, as they might today. But the virtue of both her play and Rupert Goold's brilliant production is that they capture the dual face of capitalism: its turbulent energy and hubristic vanity. The first half of Goold's production reminds one of Citizen Kane in its dazzling, vaudevillian energy: stock prices are imprinted on human faces, traders whirl and gyrate like dancers, analysts sing close harmony numbers. This is the free market as jazzy fantasy in which Skilling says of Enron, "we're not just an energy company - we're a powerhouse of ideas"....HT: Dealscape.
Ah hell, let's make it a musical. Here's Joni Mitchell's "Raised on Robbery":