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I think of everything from Deep Purple to Iron maiden, opeth and beyond in rock, but in everything else it can have multiple meanings. I think this is kind of a broad question, and when you say screams in rock music it's kind of a different definition to how it is used everywhere else. Scene 3 of Das Rheingold has a much "screamier" scream, this time from a whole cast of Nibelungs! Indeed, Wagner uses it throughout his Ring cycle (I can't believe I didn't mention this earlier!). Not all productions ask Sieglinde to actually scream out, but some do, as in this famous 1990 Met production. In the score, Wagner writes that Sieglinde "sinkt mit einem Schrei" (falls with a Schrei, which could mean cry, scream, etc.). At the end of Act II, Siegmund is killed by Hunding. One early possibility is in Wagner's famous Die Walküre (premiered 1870, written 1856). Perhaps they were addressing shouting within the dialogue, but that, I think, also misses the point of the original question, which is screaming within the context of music.) (And I admit I'm actually a little bothered by one answer apparently equating a scream with standard operatic/vocal technique! Hopefully I misunderstood this author's intent. This is a very late answer, but only because I'm not convinced by some of the other answers.