I have links of term on sidebar When i attach more than one post to term it get repeat.

$args = new WP_Query(array('post_type' => 'song', 'post_status' => 'publish', 'posts_per_page' => '-1'));
        while ($args->have_posts()) : $args->the_post();
        $terms = get_the_terms( $post->ID, 'song-categories' );
        if ($terms && ! is_wp_error($terms)){
          foreach($terms as $term) {
          if ($term_id ==  $term->term_id){ $curent_term = ' class="current"'; } else {$curent_term = '';}
            echo '<li><a href="'.get_term_link($term->slug, 'song-categories').'" class="'.$term->slug.'">'.$term->name.'</a></li>';
          }
        }
    endwhile;

You aren't collecting all the terms here, you are collecting all the posts. 'posts_per_page' => '-1'

$args = new WP_Query(array('post_type' => 'song', 'post_status' => 'publish', 'posts_per_page' => '-1'));
    while ($args->have_posts()) : $args->the_post();

So, for each post, you are getting all the terms:

$terms = get_the_terms( $post->ID, 'song-categories' );

You need to use a different method. In the past I have used things along the lines of:

function tax_list($tax, $current = null){
    $terms = get_terms( $tax, 'orderby=count&hide_empty=1' );
    foreach($terms as $term){
        if($current == $term->term_id){
            $class= " class='active'";
        }else{
            $class= "";
        }
        $name = $term->name;
        $link = get_term_link( $term->slug, $tax );

        echo "<li><a href='$link'$class>$name</a></li>";
    }
}

Used as so:

tax_list($taxonomy, $term_id);

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