Zelda!!!!!!

Zelda just goes without saying doesn't it? That music used in magic shops (sounds like its being played on bones) could be Tom Waits music.

Theres a very good RPG game for the GBA called Golden Sun. Has some of the best music ever. I hear they made a medley of the battle music for Super Smash Bros. Brawl.

The Halo 2 Soundtrack features a four-part movement by Incubus which is really good.

Streets of Rage for the Sega Megadrive. Now that's a soundtrack.

the tony hawk games sure have provided some good soundtracks over the years...but i think the best was probably pro skater 4:
AC/DC – "T.N.T."
Aesop Rock – "Labor"
Agent Orange – "Speed Kills" (Darkness version) (actual song name "Bloodstains") **
Avail – "Simple Song"
The Bouncing Souls – "Manthem"
City Stars - "Bad Dream"
The Cult – "Bad Fun"
De La Soul – "Oodles of O's"
Delinquent Habits – "House of the Rising Drum"
The Distillers – "Seneca Falls"
Eyedea & Abilities – "Big Shots"
The Faction – "Skate and Destroy"
Flogging Molly – "Drunken Lullabies"* **
Gang Starr – "Mass Appeal"
Goldfinger – "Spokesman"* **
Haiku D'Etat – "Non Compos Mentis"
Hot Water Music – "Freightliner"
Iron Maiden – "The Number of the Beast"
JFA – "Beach Blanket Bongout"* **
Less Than Jake – "All My Best Friends Are Metalheads"
Lootpack – "Whenimondamic"**
Muskabeatz & Biz Markie – "Bodyrock"
Muskabeatz & Jeru the Damaja – "Verses of Doom"
Muskabeatz & Melle Mel – "I'm a Star"* **
N.W.A. – "Express Yourself"* **
Nebula – "Giant"
The Offspring – "Blackball"* **
Public Enemy – "By the Time I Get to Arizona"
Rocket from the Crypt – "Savoir Faire"
Run-D.M.C. – "My Adidas"
Sex Pistols – "Anarchy in the U.K."
System of a Down – "Shimmy"
Toy Dolls – "Dig That Groove Baby"
U.S. Bombs – "Yer Country"* **
Zeke – "Death Alley"

Damn where's Final Fantasy 9? Oh and Shin Megami Tensei Lucifer's Call. I also enjoyed music from Guitar Hero 2.

I'm not as much of a gamer as I used to be, but I remember Final Fantasy 7 and 8 being my favourites

Super Smash Bros Brawl: This game has TONS of music from many classic Nintendo games, just about every big name composer was involved with this game.
Super Mario Galaxy: I love that they did something different with this game, this is already my favorite Mario soundtrack. Koji Kondo really outdid himself with this one.
San Andreas: It had the best variety of radio stations IMO.
Most Mario games: Super Mario World and Yoshi's Island especially stand out.
Any Zelda game: Link to the Past has the best one IMO, but Ocarina and Twilight are not far behind.
The early Sonic games: Mainly the Genesis games and Sonic CD.
MGS3: SNAAAAAAAAAAAAAAAAKE EAATEEEEEEEER
Final Fantasy games: III (er VI) is my favorite.
Anything by Yuzo Koshiro: Especially Streets of Rage 2, Revenge of Shinobi and ActRaiser.
Kirby games: I can't pick just one, they're all equally awesome.
Star Fox games: The first game and 64 are undisputed classics, and while Assault may have been an average game, it had one of the most epic soundtracks ever.
Castlevania games: It's hard to pick a favorite. But for me it's got to be either Symphony of the Night, Super Castlevania IV or Castlevania Bloodlines for the Genesis.
Mega Man I & II: 8 bit brilliance.
Super Metroid: The ambient music really suits this game perfectly.
F Zero: Nothing quite gets your heart racing like this soundtrack.
Street Fighter II: Of course.
Golden Sun: Love this game and it's beautiful soundtrack.
Bonk series: Underrated soundtracks for an underrated series.
Earthbound: One of my favorite RPG's.
Space Channel 5: Leave it to Sega to do something completely different. Sega are the masters of funky soundtracks and this is by far one of their best.
Just about anything from Konami: Contra, Gradius, Silent Hill, Goemon, Turtles in Time, these guys know their music.
Ecco the Dolphin, Toe Jam & Earl, Ristar, Gunstar Heroes, Landstalker, Rocket Knight Adventures, Shinobi 3, Phantasy Star IV and other Genesis games: Sure a lot of Genesis games sound rather "scratchy", it still has it's fair share of awesome soundtracks.