My all time favourites are all C64 games. Last Ninja, Last Ninja 2, Cybernoid, Cybernoid 2 etc. Almost anything by Ben Daglish, Rob Hubbard, Jeroen Tel, Matt Gray, Martin Galway et cetera.
Some of the Amiga games were good. Turrican 1 and 2, Full Contact, Chuck Rock, Shadow of the Beast, but most of my favourite Amiga tunes came from demos.
Moving away from the computers of the '80s and into the consoles of the '90s, I like the last level on Streets of Rage on the Mega Drive, the statue of liberty level on Shadow Dancer (Mega drive again), Starlight Zone on Sonic, Act Raiser on the SNES (Fillmore stage 1), F-Zero X on the N64.
For the Playstation the only tune that really stands out to me is the original intro music from the Japanese version of Gran Turismo, Moon over the castle. Not that rubbish they put on it when it came out over here.
I loved Vice City's Emotion 98.3 soundtrack, and Vice City FM from the GTA 4 DLC - Fernando is the best.
Anything more recent doesn't really stand out to me. I like the Skyrim soundtrack, but I wouldn't listen to it outside the game, which I have done many times with everything previously mentioned in this post.