Hey, y'all.
Well, in my humble opinion, the soundtracks for Legend of Zelda Games are just perfect. I - sadly - haven't got to play any Zelda game other than "A Link to The Past - that because of my lack of access to consoles/emulators to play them - however, I have watched many videos about Zelda games and, man... those soundtracks are awesomely perfect. Specially in the N64 title "Majora's Mask"
Additionally, The Elder Scrolls: Oblivion and The Elder Scrolls V: Skyrim have nice music as well. In TESV, those nord chants can make any warrior act viking-like and fight everyone to get to know more about the Dohvakiin stuff.
By the way, for people that enjoy metal and hard-electronic tunes in their game's soundtracks, I'd recommend Killing Floor's soundtrack. Those tracks - specially the boss battle song, called "Abandon" - can really deliver a violent atmosphere for fighting tons of zombies... er... "specimens".
I don't know if this counts but the car radios on gta vice city and san andreas were great.
I agree with Cale. GTA: VC's soundtrack can really establish the mighty "80's" feeling to the game, making every ride one of the most authentical, 80's experience. And GTA: SA's soundtrack reflects the atmosphere of the San Andreas state: K-Rose for countrymen/country style enthusiasts, K-DST/Radio X for rockers and Radio Los Santos for the fans of rap.