In physical format? None that I'm aware of, aside from that CD that came with Skyward Sword. I usually just listen to my music on YouTube. Yes, the quality is rarely anything laudable, but I've never been to picky about that stuff.

And just FYI, the Sherlock Holmes soundtrack is Hans Zimmer's masterpiece. (Even though it's mostly just different variations of the main theme; the main theme is hella catchy)

Persona 3, 4. (these aren't full soundtracks that ship with the game, because it's only 1 disc)
Deus Ex: Human Revolution (not full soundtrack)
Catherine (not full soundtrack)
Final Fantasy 7,8,9,10-2,13-2.

Movies (Essentially Clint Mansell Soundtrack)
Moon
Requiem For A Dream
The Fountain
HF-Shiina Ringo

Movies:
(500) Days of Summer
Across The Universe
Beauty and the Beast (Special Edition)
Country Strong
Country Strong: More Music from the Film
Hairspray
Lemonade Mouth
The Little Mermaid: Special Edition
Scott Pilgrim Vs. The World
Spiderman 2
Tangled

TV:
Glee:
Volumes 1-7
Rocky Horror Glee Show
The Power of Madonna
Journey to Regionals
The Warblers
Phineas and Ferb original Soundtrack
My Little Pony: Friendship is Magic

Games:
Mario 25th anniversary CD
Legend of Zelda 25th anniversary CD
Eduardo the Samurai Toaster Score.

Tangled is my favorite soundtrack, I See the Light is amazing, and The Tear heals is one of the most emotional tracks I've heard.

I'm fairly sure that The Crow's soundtrack is the only one I've ever bought, excluding one that I returned. What an incredible soundtrack it was at the time.

Movie & TV (Albums):
Alien - Jerry Goldsmith
American Beauty - Thomas Newman
Angels in America (TV) - Thomas Newman
Antonia's Line - Ilona Sekacz
Arlington Road - Angelo Badalamenti
Assault on Precinct 13 - John Carpenter
Avalon - Randy Newman
Being John Malkovich - Carter Burwell
The Big Blue - Eric Serra
The Black Hole - John Barry
Blade Runner - Vangelis
Braveheart - James Horner
Brother - Joe Hisaishi
Butch Cassidy and The Sundance Kid - Burt Bacharach
Casino Royale - Burt Bacharach
Central do Brasil (Central Station) - Jaques Morelenbaum/Antonio Pinto
Chariots of Fire - Vangelis
Chinatown - Jerry Goldsmith
Coma - Jerry Goldsmith
Crouching Tiger, Hidden Dragon - Tan Dun
The Dark Crystal - Trevor Jones
Fire - A.R. Rahman
Funny Face - George & Ira Gershwin
Gattaca - Michael Nyman
The Godfather - Nino Rota
The Great Race - Henry Mancini
Hana-Bi - Joe Hisaishi
Hero - Tan Dun
Hill Street Blues (TV) - Mike Post
The Hours - Philip Glass
Howl's Moving Castle - Joe Hisaishi
In the Heat of the Night / They Call Me Mr. Tibbs - Quincy Jones
Kikujiro's Summer - Joe Hisaishi
Kolya- Ondrej Soukup
Koyaanisqatsi - Philip Glass
The Last Emperor - Sakamoto/Byrne/Su
The Last of the Mohicans - Trevor Jones/Randy Edelmann
Lawrence of Arabia - Maurice Jarre
Lola rennt (Run, Lola, Run) - Tykwer/Klimek/Heil
Lord of the Rings (Fellowship) - Howard Shore
Magnolia - Aimee Mann/Jon Brion
Marnie - Bernard Herrmann
Merry Christmas Mr. Lawrence - Ryuichi Sakamoto
Midnight Cowboy - John Barry
Mission - Ennio Morricone
Mo' Better Blues - Branford Mansalis
The Natural - Randy Newman
Nauscaä from the Valley of the Wind (Symphony Version) - Joe Hisaishi
Once Upon a Time in America - Ennio Morricone
Once Upon a Time in the West - Ennio Morricone
The Party - Henry Mancini
The Piano - Michael Nyman
Plattoon - Georges Delerue/Samuel Barber
Porgy & Bess - George & Ira Gershwin
The Prince of Tides - James Newton Howard
Requiem for a Dream - Clint Mansell
Ride With the Devil - Mychael Danna
Road to Perdition - Thomas Newman
Shakespeare in Love - Stephen Warbeck
Singin' in the Rain - Nacio Herb Brown/Arthur Freed
Star Trek: First Contact - Jerry Goldsmith
Star Trek: Insurrection - Jerry Goldsmith
Star Wars (Hope/Empire/Jedi) - John Williams
Storm from the East (TV) - Isao Tomita
The Straight Story - Angelo Badalamenti
Sweet and Lowdown - Dick Hyman
Sweet Charity - Cy Coleman/Dorothy Fields
The Talented Mr. Ripley - Gabriel Yared
Taxi Driver - Bernard Herrmann
Terminator 2: Judgement Day - Brad Fiedel
The Thomas Crown Affair  - Michel Legrand
Tieta do Brasil - Caetano Veloso
To Live and Die in L.A. - Wang Chung
Todo sobre mi madre (All About My Mother) - Alberto Iglesias
Twin Peaks (TV) - Angelo Badalamenti
Two For the Road - Henry Mancini
Vertigo - Bernard Herrmann
The Wind and the Lion - Jerry Gosldmith
You Only Live Twice - John Barry

Movie & TV (Compilations & Tributes):
Music of Disney: A Legacy in Song
Stay Awake: Various Interpretations of Music from Disney Films
The Carl Stalling Project: Music from Warner Bros. Cartoons 1936-1958
Happy Anniversary, Charlie Brown (TV) - Vince Guaraldi/David Benoit
Television's Greatest Hits (several volumes)
The Best of James Bond (title songs complilation)
"Best of" albums from Bacharach, Morricone, Mancini, Hisaishi, Rota, Georges Delerue, Miklos Rosza, Lalo Schifrin
Epics* (Erich Kunzel and the Cincinatti Pops Orchestra)

*this highly recommendable album contains one of the (imo) most beautiful melodies in movie history (Love Theme from Spartacus by Alex North) and one of the most epic and iconic movie tunes ever composed (Main Theme from The Magnificent Seven by Elmer Bernstein).

You win this round Okr!

Your list reminds me to get 'Road to Perdition' and 'The Good, the Bad, and the Ugly' (Ennio Morricone is awesome). I should probably give a listen to 'Braveheart', as I do love James Horner's stuff.

Own as in not pirated?
Anyway, barely any, the latest one was To The Moon.

Nice list Okr... I listen to a few of those myself (Vangelis, John Barry, Henry Mancini). I also like the instrumental Evey Reborn by Dario Marianelli (from V for Vendetta) and Whisper of a Thrill (from Meet Joe Black).

Oh, and seeing Wang Chung on there reminded me I also found most of the tunes from GTA:Vice City, and some of the ones from GTAIII (The Scientist)

Xenogears and Final Fantasy 8

Not a lot, from games only Pixeljunk Eden and Pixeljunk Shooter.
And from older games where you can simply play the game disc in the cd player, for example wipeout 2097

For movies I only have a few older ones, I can remember Hackers, 5th element, Lost in space of the top of my head. I stopped buying them since they always sounds so disappointing on CD compared to the full 5.1 mix on dvd / blu-ray.