Just to name a few, here are some bands I discovered while playing video games :

Avenged Sevenfold (NFS Most wanted)
Bullet for my valentine (NFS Most wanted)
Datarock (NHL)
Justice (NFS Undercover)
Protest the hero (NHL)
Queens of the stone age (Guitar Hero 3)
Silversun Pickups (Guitar Hero WT)

How about you ?