I'm going to write a long post for this one because there are some games with really good soundtracks I like.

I think the best soundtrack from a perspective of listening to it all the way through is the Donkey Kong Country 2 OST. I think it's the only videogame soundtrack I know that's so consistently good. Every track is a banger, I don't think there are any mediocre ones.

Earthbound has a soundtrack that I love because it fits the theme of the game incredibly well (just like everything else). The weird surreal synths and odd jazz tracks go well with the trippy backgrounds and alien invasion themes, but then there's also the themes for areas that really capture the sense of them, upbeat heartwarming themes for the small towns etc. One of my favourites in that game is the desert theme 'Super dry dance' where the radio tuning sounds capture the weird spacey atmosphere of the game. At the same time, the song sounds exactly like driving a truck through the desert with bad reception would.

Other notable examples of soundtracks that I like a lot

Bomberman hero.

Cave story has been mentioned a few times in this thread but its worth mentioning again because it's amazing what the game does with such simple melodies. This track is a good example.

Plok. Also this by the same composer

brave fencer secretly the greatest ost

https://www.youtube.com/watch?v=tp9eRncVbcY

https://www.youtube.com/watch?v=Uj8MsbgpjaQ

https://www.youtube.com/watch?v=3nxFYoGNJKc

https://www.youtube.com/watch?v=Wn0Fe3FKbco

Halo: https://www.youtube.com/watch?v=0jXTBAGv9ZQ

brings back so many memories <3

https://www.youtube.com/watch?v=x7ok5AV7ZrM

BUCK BUMBLE

all i think about is the dunkey video with this music

https://www.youtube.com/watch?v=kFEXNKplqVU is epic too shit game tho has that resident evil esque sound/vibe idk

could not be farther from the resident evil soundtrack, this is like if you posted cannibal corpse and said "man this shit got that ico sound bro"

All of the VA-11 HALL-A OST, but particularly these;

https://www.youtube.com/watch?v=aXhB319zX1E

https://www.youtube.com/watch?v=v_QOOHAlFEA

i dont mean the music i mean like the atmosphere of the game

Every time I read something about music in games and so on, first thing that comes into my mind - "BASTION". I think they made a masterpiece. I didn't spent hundreds of hours in the game, but can't remember the game that left such a beautiful emotional memory for me.
https://www.youtube.com/watch?v=_ZduC-OCXB8 one of the tracks. The story and music played so well in this game.

....And the second game I think : Saints Row:The Third, funny game and music was kinda funny good. I remember the game when the trailer just came out, it was so OP, was one of my most wanted games to play at the time.
https://www.youtube.com/watch?v=vACT5A6OHq4
https://www.youtube.com/watch?v=94UdNGwWsts

And holy shit, how could I forget... Fallout 4!! Classic.
https://www.youtube.com/watch?v=fEzqndjwwIA my favorite. Diamond radio station.
https://www.youtube.com/watch?v=MijW2PqR0S0 this one <3
https://www.youtube.com/watch?v=v39mXFVfDP4 all songs in station.

https://www.youtube.com/watch?v=3HUWUtTZvK4

Showing my age here a bit, but Total Annihilation had one of the first full orchestral soundtracks, and to me it's still the best. I will wuite often mute other strategy games music and have the TA soundtrack on shuffle instead.

https://www.youtube.com/watch?v=ljDyp__ejco

https://www.youtube.com/playlist?list=PLaEhyKrOpBW1VT_UlbQxGy8YMlk-tVwDX