Fez, Child of Eden, AudioSurf, Zelda games and obviously all music rhythm or dance games.
Definitely also Loom, one of the pioneers of music integrated into gameplay ( http://www.youtube.com/watch?v=yc4TKXyAaNA ).
Most probably also Sigma Harmonics ( http://www.youtube.com/watch?v=yWr_V9qQeyY ), but thanks to Square-Enix we'll never know.








