Akira Yamaoka and Silent Hill 1-3 music
Alan Wake (the first one) has a good soundtrack- Nick Cave and the Bad Seeds are even on it.
Super Mario Galaxy 1 & 2 (beautiful orchestration)
Quake and Black Ops 2- Courtesy of former Nine Inch Nails frontman, Trent Reznor. Very industrial.
and of course...
ZELDA! all of them