Let's see... three have been mentioned before, Red Alert (not just RA1, also 2), Total Annihilation and Morrowind.
Then there's M&M6 (probably my favourite game soundtrack, f.x. this http://www.youtube.com/watch?v=2GFe1mZv_aQ), WC 2, Deus Ex's title theme, LotRO, Majesty, the Fantasy Kingdom Sim, Diablo 1 and 2, and then Heroes of Might and Magic 1, 2 and 3.
There's nothing more I can remember, but loads more games have awesome soundtracks.
Manic Miner also gets a mention, but not for how good the soundtrack was but for how good it is at driving you insane, as it's only about 10 seconds looped (old ZX spectrum game, only played it on an emulator, though).
Computer game music, nom nom nom.
Edit: Bah, shame on me. Forgot Baldur's Gate I, Baldur's Gate II, Icewind Dale, Planescape: Torment, Fallout 1 and Fallout 2.