How do I say "share with me" in Chinese?
He shared this song with me

All the following translations are correct and common, you can use them interchangeably in a loose environment, say daily conversation, normal text. 

Suggest sharing

他跟我分享了这首歌. 
他和我分享了这首歌.
他与我分享了这首歌.
他同我分享了这首歌.

Suggest owner

他给我分享了这首歌.