How to download songs or anything directly on my iPhone 4?

Is there any by which I could download songs directly on my iPhone without using my PC, iTunes or any aap?

Try an app called 'ITube'. I don't know if it's available on iphone 4, but it is really good.

You can download a downloader from the app store there are many available and then you could just search google for "song name mp3"

Not a smart idea. If you didn't save your songs you could lose everything if your iPhone is lost, stolen, damaged, etc. Copying files from a phone is much harder than doing the same from a computer. Yet you iPhone continue to do that, then when you lose your phones you post frantic questions about how you can recover music from a phone you no longer have.

Just download a app from app store called idownloader

now you have two options
-if you have jailbreak
-if you don't have jailbreak

if you have a jailbreak install a app called mewseek or anything similar (use google for it). This will allow you to transfer music to the music library (the default phone one )

if you don't have jailbreak then just play it in idownloader that will work too like the default music player but this only has one limitation that if you want to transfer song to your music library you have to use itunes on pc

Download the application called Music D/L from itune store. It costs 99.cents. You can download videos and audio unlimit. Music D/L also has trial version. Its free. But you can download only 15 songs.