It's really difficult to name a favourite, but some always come to mind:
Mark Isham - The Mist Soundtrack - The Host of Seraphim (Dead Can Dance)
https://www.youtube.com/watch?v=vtQpM6MTugE
The Legend of Zelda: Twilight Princess - Midna's Desperate Hour (Desperation/Lament)
https://www.youtube.com/watch?v=z4o683oc6Qc
Yoshi's Story Music: Baby Bowser's Lullaby (Mecha, Lift, Ghost & Magma Castle)
https://www.youtube.com/watch?v=HUvrmG_QOrs
Super Mario World is awesome and Zelda games always have great music. Alice Madness returns had a great soundtrack too. Hmm, there are probably so many others that I should remember, but I don't...