In no particular order..

Obviously, the Final Fantasy series has great soundtracks.
'nuff said.

The Ace Attorney trilogy (i.e the first three games)
By the way, check out the jazz reworkings, some of them are brilliant.

Tomb Raider: Legend.
Especially the end credits song. That trout is SMOOOOTH.

Wet.
Rockabilly whilst jumping through the air shooting people. Good times.

Halo 3.
I do like good use of an orchestra.

Bioshock Infinite.
The soundtrack is very atmospheric, although obviously it's the anachronistic reworkings of classic songs which are the real musical standouts in this game.