Jet Set Radio
Chu Chu Rocket
FF series (Liked 8 in particular)
Wipeout (First three games was classic. Just like with Rollcage.)
Halo is pretty memorable
Space Channel 5
Samba De Amigo
I kid I'm just naming good Music Video Games
American McGee's Alice
There is alot to say to games who have just a good compilation of tracks as a soundtrack or a game for which the music is indeed perfect like a Shenmue, Zelda, FF. Wipeout broke ground there I think. Including popular artists. Something games are almost sold on nowadays. But I think that is different from when you hear a soundtrack like that from Katamary Damacy or Silent Hill. Something totally fitted to the game and composed. The other are sorta like the soundtracks with music inspired by the film x.
Besides that we got the music video games like the nowadays popular Guitar Hero and Rockband series. But before that there was alot more like DDR, Samba De Amigo, Pop N Music, Rarappa & his followers. Rythm based games. Which ofcourse had to make good use of music. Or else the game would pretty much suck.
So where do we go?
Wu-Tang: failing the internet tubes since 1997