I think Mario Galaxy 1 has the best soundtrack of any of the 3D Mario games, but Mario 64 is a very close 2nd place!

Super Mario Galaxy

Super Mario Galaxy 2

Xenoblade Chronicles

Starfox SNES

Shadow of the Colossus

Nier

Donkey Kong Country

Donkey Kong Country 2

Donkey Kong Country: Tropical Freeze

Long list incoming!
In no particular order:
>Every Final Fantasy title ever
>Every Mario Kart title after Mario Kart: Super Circuit
>Every Pokémon title from Gen II onwards (screw you, Lavender Town!)
>Fire Emblem: The Sacred Stones, Fire Emblem: Path of Radiance, Fire Emblem: Radiant Dawn, Fire Emblem: Awakening.
>Mother 3.
>GTA. Every title. (I'm in it for the music, man! Wait...)

There are others, but I've listed everything I could off the top of my head.

Wait, I forgot to mention the Touhou Project!

Ah it keeps deleting my selected.

Basically The Last Story.

Modern Warfare 2
The Last of Us
God of War 3
Journey
Vice City & San Andreas

But the best theme song is: Nate's Theme - Uncharted

Recent game soundtracks that i really liked were Infamous: Second Son and Wolfenstien: The New Order.

This is a tough one as their are just so many good ones. Off the top of my head:

Skyrim, Oblivion & Morrowind (a lot of the tracks are reused or remixed)
Mass Effect 2
Deus Ex: Human Revolution
Final Fantasy 6 & 7
Metal Gear Solid 3
GTA: San Andreas (although I consider this a bit of a cheat answer as their is nothing "original" about it)

every halo game
mafia 2
gears of war
saints row 3 and 4

Legend of Zelda: A Link Between Worlds, with Fire Emblem:Awakening a close second.

Final Fantasy IV, no question. Castlevania IV, Xenoblade, other Final Fantasy games, SMG, Donkey Kong Country, Zelda, Mega Man II, KOTOR, Mass Effect and others are great too.

Lol to those saying Tropical Freeze, a game that came out this year.

Pretty much impossible choice, but it'd probably be between Assassin's Creed 2, Darksiders 2, and any one of the Final Fantasy games before IX.

Also Pokemon has a pretty memorable soundtrack.