Ah, yes, I knew I forgot one while writing the list but every time I tried to think of it about 10 different things came into my head. Definitely meant to have Dark Forces up there.

I've played so many games mostly because I liked the atmosphere of the game and the ingame music plays a significant part in this, like the origina C&C 😁
Too many to list, so I'll leave it at that 😀

I neglected to mention one game that happens to be free and open source:

Battle for Wesnoth

Wesnoth has some of the best music--period. Nevermind that it is open source.

I agree with a lot of what was said here, but some titles that weren't mentioned and that have some really nice music are:

PC:

Rayman series (all of them really)
Daikatana

Also, Aladdin and The Lion King, but that's a bit cheating, because they mostly just reused music which was composed for the motion pictures (and naturally tends to be of far higher general quality than video game music).

And from some of the retro consoles:

8bit: Tokyuu Shirei Solbrain / Shatterhand (the latter which is a US port of the former shockingly lacks what is probably the best track in the game)
16bit: Golden Axe I+II

Newer ones would be:
(PC) Fallout/Blood/XCom/Doom.

Vintage:
(C64) Duotris [mesmerizing], Master Of Magic, Castle Of Terror
(Amiga) Dr. Mario [cheesy but so cool]
(Genesis) DuneII [addictive]