No particular order:

It’s kinda cheating, but the game Capsized is a decent XBLA-era side scrolling shooter-platformer with an excellent soundtrack. That’s because it uses the existing album Movements by Solar Fields.
Solar Fields actually scored a different game with an excellent soundtrack: Mirrors Edge

Uplink and Darwinia, Introversion Software’s first two games, have lovely soundtracks.

Nitronic Rush, a student game that got remade into the survival racing game Distance, has one of the greatest Christmas songs ever made on its soundtrack.

The original Lemmings and its expansions used quite good chiptune renditions of classical and classic pop songs. Each platform has a different soundtrack, but Amiga is probably the best.

PPPPPP, the soundtrack to VVVVVV is very crunchy chiptune. The last track is weird though.

Outer Wilds is simply amazing.

Psychonauts and Psychonauts 2 have great, varied soundtracks.