The song is called "Shadow on the Sun" by Audioslave.
Find out more about the songs featured in a particular scene in the movie on SoundtrackInfo.com.
To check all the tracks used in the film, see this IMDb page.
Directed by Michael Mann, Collateral hit theaters in 2004 with Tom Cruise cast as a contract killer and Jamie Foxx as a taxi driver who drives around from mark to mark until the last witness to a crime is dead.
Read a brief synopsis and the ending for this movie on TheMovieSpoiler.com.