Any song from Queen makes me think back to when I beat Ocarina of Time. I was 9 years old. I didn't wanna stop playing, and I didn't wanna leave Hyrule. My dad was listening to lots of Queen at the time, and I had never heard Bohemian Rhapsody until that moment. It's gotten so bad that at this point, most classic rock music reminds me of Ocarina of Time. If I even THINK of Queen, I'll reach for my 3DS and turn on OoT3D.
Shiina Ringo/Tokyo Jihen really reminds me of Yakuza. Besides the fact that she's Japanese, her jazz/rock styling with Tokyo Jihen gives me a feeling that the Yakuza games emulate really well: That sort of elating feeling of "going out for a night on the town."
Sometimes she also sounds sleazy and "noir" to me, reminding me that Kabukicho is a place with a million stories of fortunes and lives made and lost every day, and looks equally best and worst at night.
Her more bombastic stuff will remind me of the melodrama of the stories.
On a side note, "Cum on Feel the Noize" by Quiet Riot reminds me of both GTA: Vice City and Diablo. I played Diablo with the sound off a lot as a kid so I could listen to whatever music I wanted. For some reason I really liked that song...