Lets see; Dynasty Warriors(!), Black Mesa, Dawn of War, Half Life 2 and as much as Call of Duty annoys me - the zombie soundracks - One of the few women who's screams bring me pleasure .
Dynasty Warriors is up there with the greats, a truely underrated game in both fun and music soundtrack, ranging from Chinese Oriental to Hard Rock >=D
Been mentioned already, all the Deus Ex games, GTA: Vice City, some of the Unreal Tournament tracks plus I will always have a soft spot for the Tomb Raider theme (in all its incarnations) and TR:2 had a decent amount of cool ambient tracks. Oh yeah, I have a tonne of Tetris remixes as well
Black Mesa FTW! Joel Nielsen has done a very good job! Yeah, but like Kotaku said, it is unnecessary in some places, plus in my opinion it is a little bit too short. Anyways, it is awesome, I have never heard such a good OST in games, although Indigo Prophecy had an awesome soundtrack too.
Wow, I can't believe someone actually said Ragnarok Online. One of my favorite games of all time. Dedicated thousandddds of hours to it. Was the music all that GREAT? Kinda sorta. It was very varied and it definitely brings back memories when I hear it.
+^ I thought the soundtrack on "Crysis 2" was great, too. One of the few games that I play with the music track enabled. Hans Zimmer is always good. His work on "Crysis 2" has to be among his best, at least in my book -- just made the game all that much better.
The versions of "Heroes Abroad" in both MOH Tier 1 and MOH: Warfighter would be right up there, as well.
That Eminem song, "Til I collapse", on the earlier MW2 trailers was absolutely killer. The song was nowhere in the game, though, so I guess it doesn't count.
Also really good st: GTA series , Saints row series , Fallout3 , Max Payne series , UFC seriesc , Hitman series , NFS series (from Hot pursuit 2) , and last but not least "Kingpin: life of crime" http://www.youtube.com/watch?v=gj7RRSoq_tA
Fable: The Lost Chapters (the pieces by the London Philharmonic. Gave me the chills), Halo 1-3, Soldier Of Fortune II, Sudeki (the credits part), Final Fantasy, Diablo II, and Total Overdose.
Oh, and Max Payne too.