Games tend to have pretty dire (original) soundtracks, veering between overtestosteroned shit faux-techno and clichéd, swollen Hollywoodesque dreck.
But now and again there is are games that'll try something different. One example (or actually three..) of that are the Thief games.
I love the world of Thief - I love how completely oppressive the world seems, how the main character can more or less only exist in it by making sure not one other soul ever sees him.
One way the oppressiveness of the gaming world is made more tangible is by Eric Brosius' excellent soundtracks. Although Thief's world is one of fantasy - magic and monsters - he didn't go for the standard fantasy schlock but created one of the creepier soundtracks to any game by using variations of electronics (while sometimes accidentally veering off into the shitty techno genre..).
I've selected tracks from all three games.
A woman named Viktoria (Thief: The Dark Project)
Framed (Thief II: The Metal Age)
Trail of Blood (Thief II: The Metal Age)
Old Quarter (Thief III: Deadly Shadows)
Pavelock Prison (Thief III: Deadly Shadows)