Final Fantasy XIII is probably my favorite of all time. Regardless of your opinions on the game (I adore it), it’s soundtrack is great.
Nier, Bayonetta and Sonic ’06 (which is as aweful as people say) are really good to.
In general, Japanese games have better original soundtracks than western games.
The best licensed soundtrack, in my opinion, is Life is Strange and LIS: Before the Storm
(Yes, I know hipster SJW games. I would say they were a guilty pleasure if I felt guilty for enjoying things I like)