This depends on the legal requirements of the country you are in.
In Germany, for example, you need the prior (preferably written) permission of the artist or his label if you want to use songs or parts of songs or interviews / excerpts from interviews.
Including song snippets in your own song is considered as your own, new work, so you need permission.
@yougenius messy is what they are. At very least the radio/TV station will claim copyright, estate might too... but if you're a nobody then it's doubtful anyone will notice, there's a track that often gets played on the streaming station I listen to that uses a sample from an old BBC pink floyd documentary, I doubt they have clearance for it.
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