Best video game soundtrack. GO!
Cool took FTL already. I was also thinking of the original MGS trilogy, FF6 thru 8 including tactics, and Katamari Damacy. And Bastion!
Faster than light, not necessarily best music to listen too on its own but perfect for the setting and game play style. Gets you into the game, you forget about time with the music.
Most games are like that for me. The music is perfect in-game, but I wouldn't listen to it on its own.
Silent Hill, Chrono Trigger, Skyrim, and Ico... I could list a bunch, but that's probably an okay one, in descending order.
Skies of Arcadia (Dreamcast)
I'd pick one of the Devil May Cry games. Not sure which one though. They're all great.