Way, way, way too many to list, but if I had to pick a single one, it'd probably be Unreal Tournament '99.
The Legend of Zelda: Majora's Mask. That game is very dear to me, and the soundtrack makes me incredibly nostalgic. So dark and beautiful, those songs.
Freespace has some great cheesy space music, with military vibes. I like how seriously that game takes itself.
The Tribes 2 OST, and all the other music Timothy Steven Clarke made for the Starsiege series is really good.
Ballistics has some great 2000s era electronic music. Reminds me of The Prodigy.
MDK 2 has good tracks in the same vein as Ballistics.
I have read some of your replies, and I already must say that I feel bad for myself thanks to that, since my tastes are so pedestrian and mainstream when compared to yours...
I'm a pretty big fan of Robert Holmes' work, on games like Gabriel Knight and Gray Matter.
Shin Megami Tensei III and the Digital Devil Saga games have amazing soundtracks.
Killer Instinct, the whole series has always had amazing music.
Zone of the Enders 2 has a pretty amazing soundtrack too.
Came here to mention DDS. That game always gets overlooked. Many people never played the 2 games but they are my favorite jrpgs of all time. SMT III and Z.O.E.2 are great mentions as well.
Oh and Ninja Warriors live!
The songs are great but for full effect you must listen to them in-game. The way the lyrics kick after a certain point in the battle really gets the ol' blood pumping.
This one was hard for me but the Deus Ex soundtrack has to be the one that sticks with me the most.
Also, anything ever done by Stéphane Picq (Dune: Spice Opera, Megarace, Lost Eden, and so on).
Shoot! The previous posts already mention Deus Ex 2000 ost among their favorites...
Screw it. Deus Ex has one of the best and memorable soundtrack.
Other than that, Quake is good, Unreal 1999 get the adrenaline pumping. Surprisingly, Unreal Tournament III has some decent tracks.
Half-Life, "nuclear jam" track, 'nuff said.
4x4 evolution too was my jam when I was a young lad, going into the garage to hear those sick beats...
If I had to pick an absolute favorite, it would probably be the soundtrack for the original Mass Effect - in particular the "The wards" and "Noveria". Jack Hall did an amazing job with that soundtrack and it really made the atmosphere of the game for me.
Other honorable mentions include, The PSX Doom soundtrack (that goes without saying!), Quake 1 and Doom I/II soundtracks, Deus Ex: Human Revolution, Terraria.
A month or so and nobody mentioned SOTN? Really?

Jazz Jackrabbit 2. But the Terminal Velocity OST by Kyle Richards is my jam too (And he did Fury3 aswell). HellbenderDescent's channel has all the TV/Fury soundtracks, so its a great channel.
One of my fave however from TV isn't an in-game track, its the Credits cinematic song. Those visuals marred with that song had a lasting impression on 6-7 year old me and i spent several years figuring out what the song was, before i found the video below. Spooky, intense, powerful. This song heavily played a part defining my musical childhood. I would love a remastered high quality of just this track alone, it is that great.
It would also fit well in a DOOM map.
Its a tie between the first Dune game and Tyrian 2000.
Edit: And probably most games from Apogee & Epic Megagames from that era too.
Shiiiiiiiiit I found a question I can't answer.
MapleStory also has a lot of good music that's gotten better over the years- but it gets little notice because the game's stuck to 2D inflated head chibi graphics which puts people off(the art style has shrunk the heads considerably in recent years but they have no way to overhaul the sprites without it being a massive expense) and in general the game's not doing well outside of Korea or China, with the US branch(which is actually now North America + Europe since the European servers folded and got absorbed) having customer service so bad it would be like if the employees at McDonald's splashed the hot coffee on you on purpose. I still play it superficially, but I'm at the point where I wonder if the game will even be online in the US by next year. Actually downloading the full soundtrack is also a massive hassle to locate and the old data file rippers don't work well anymore or I could do it myself. My own rip is years out of date.
This is from an area that could best be described as "Ashes 2063 minus the radiation"