Honestly? Doom (the new one) and Lollipop Chainsaw both have pretty great soundtracks. Definitely helps that Jimmy Urine (the lead singer of Mindless Self Indulgence) helped to create a lot of LC's music. Great band and his music was a good fit for the game's atmosphere.
Baldur's Gate: Dark Alliance's "Elfsong" track is far and away my favorite piece of music from any game. Just an absolutely gorgeous piece of music.