In most games I turn off the music pretty quickly so the ones where I don't must be my favorites.

• Heroes of the Storm. Great originals and lots of reworks of favorites from other Blizzard games. I must admit that I turned it off eventually because I play better without music but I've listened to those tunes for hundreds of hours over the years.

• Crypt of the Necrodancer, which is a good thing since it's a rhythm game :)

• The Isaac and VVVVVV music fit the games really well.

• The digital version of the Ascension deckbuilding game has some really nice art and music. My favorite is the Dreamscape stuff.

Edit, almost forgot, lots of favorites from the 8-bit home computer days (Spectrum, C64). From console games Earthbound was memorable.