Some games with great soundtracks,
Castlevania: Almost every Castlevania, save Harmony of Dissonance and some of the other lesser known titles. The story behind Harmony of Dissonance's poor soundtrack is that the dev team simply had no money to make a good soundtrack. In my opinion they should have recycled some stuff from Castlevania: Bloodlines, much of the music in that game has not been recycled and what has only appears in Circle of the Moon.
Deus Ex: The music in the game suits the atmosphere of the story perfectly. Listen to it while walking around and you immediately have images of Hell's Kitchen, the Paris Cathedral and the Hong Kong markets flash into your mind. The soundtrack is incredibly unique. The Deus Ex: Invisible War soundtrack is pretty decent but had only a few tracks.
Going just by series now:
Assassin's Creed: 2 and Assassin's Creed Brotherhood.
Chrono Trigger and Chrono Cross, more so Chrono Cross
The first Diablo, the Town theme alone kicks ass and the soundtrack is not very memorable but suits the game perfectly.
Genma Onimusha, nuff said.
Soul Calibur 2.
The Tales of Series, I'm thinking Tales of Vesperia and Tales of Symphonia
Starfox 64.
I could go on but I'm being to broad.