Two of my most favorite soundtracks of recent years are from NDS games which unfortunately never made it to the west. I imported the OST's though:
Sigma Harmonics (Masashi Hamauzu, for Square-Enix, 2008):
http://www.youtube.com/watch?v=SezOtDJzGTw (Rippling Dream)
http://www.youtube.com/watch?v=kNV4hEW5sbM (The Remains of Time)
Soma Bringer (Yasunori Mitsuda, for Monolith Soft/Nintendo, 2008):
http://www.youtube.com/watch?v=hMnl7VmfWo4 (The One Who Soars Over the World)
http://www.youtube.com/watch?v=lWUWxOoCKZc (Junel, The Large Forest)
Okami, probably the most beautiful OST of the last decade, has already been mentioned and posted by others. I imported that one as well. Soma Bringer (3 CDs) and Okami (5 CDs) were released as beautiful folded CD box sets.
One of my favorites of the past is the OST to the meanwhile somewhat legendary PC game
Outcast (Lennie Moore, for Appeal/Infogrames, 1999)
http://www.youtube.com/watch?v=vLQWVj9xrRE (World of Temples; I recommend listening to the whole epic 7 minutes)
http://www.youtube.com/watch?v=K_GtFViWKB8 (Watch Out)
For just $/€5.99 you get this excellent symphonic soundtrack as free downloadable bonus if you buy the game on http://www.gog.com/gamecard/outcast (the game is excellent as well - probably one of the best and most unique action/adventure games ever developed for PC).
