Hard for me to choose. MGS, Persona, Deus Ex, Resident Evil, System Shock, and others come into mind...

Though I would go for System Shock 2 soundtrack. It has an amazing, dark, futuristic soundtrack that seamlessly immerses into its world. Honestly it is the only soundtrack that I have ever listened to that fully immerses you into the game.

[url=https://www.youtube.com/watch?v=kvrdtlyUXPg] System Shock 2 Soundtrack (Full)[/url]