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Lou: Mirror's Edge - Still Alive with Lisa Miskovsky is beautiful
It is. The menu music was awesome too, I got a rip of it from somewhere for iTunes.
Bought the Shatter soundtrack and later on bought the game.
Payday: The Heist
Soundtracks for:
Binding of Isaac
C&C: Red Alert
Castlevanias: Portrait of Ruin, Harmony of Despair, Rondo of Blood X,
Final Fantasy V, VII, VIII, IX, X-2
Mega Man X: 1, 2, 3, 4, 5, 6, 7
Super Meat Boy
To The Moon

Other albums:
Distant Worlds: Music from Final Fantasy 1 & 2
Idea: Remastered Tracks Rockman Zero 2
Rockman Theme Song Collection
Brentalfloss: What if this CD... had lyrics
Megas: Get Equipped
Street Fighter Tribute Album
Super Meat Boy: Choice Piano Cuts

Sort of game related music:
Protomen Act 1 & 2
Frank Klepacki's solo albums

...and probably a few more I've forgotten somehow. Wish I had more, but the most wanted ones are sometimes hard to find and the postal fees are crazy, especially if they add customs (digital sales are such a nice thing). I didn't include any soundtracks I bought a game edition for, like any Collector's Editions that I picked just because it had the soundtrack too (I feel like paying 30€ extra to get a soundtrack is maybe paying a bit over the "roughly normal price").
The soundtracks for
Halo 2
Halo 3
I've bought To The Moon soundtrack the second I've finished the game...

and even though it was in a bundle, I was absolutely thrilled to listen to the Superbrothers: Swords & Sworcery LP soundtrack - it was exactly the opposite, I bought the game BECAUSE I just loved the soundtrack (and was imagining what's going on in the game when those tunes are playing...). one of the best music + game combos I've encountered in years...
Retail or promo CDs:
ecco SONGS OF TIME 697-124-126-2
Garou Densetsu WILD AMBITION Arrange Sound Trax PCCB-00371
Interstate '76 Original Game Soundtrack 1000030-101-U3
JoJo's Bizarre Adventure Original Soundtrack CPCA-1022
Kingdom II: SHADOAN Soundtrack TIG-001
Music from the Original Score - Tex Murphy: Overseer N/A
Neverhood Songs NHM1234
Original Soundtrack From Fox Hunt R2 72248
Rage of the Dragons Original Arrange High Quality Version N/A
SAMURAI SPIRITS 2: Asura Zanmaden Arrange Sound Trax PCCB-00338
Scitron 10th Anniversary Special: Samurai Spirits THE BEST -Selected by Characters- PCCB-00326
SNK Characters Sounds Collection Volume 3 ~ Geese Howard PCCB-00275
SNK Characters Sounds Collection Volume 6 ~ Mai Shiranui PCCB-00297
SNK Characters Sounds Collection Volume 8 ~ Leona PCCB-00344
Songs from Tex Murphy: Overseer N/A

CDs included with games:
Codebreaker DJ PL-646
Comix Zone - Road Kill N/A
Gabriel Knight Soundtrack N/A
Homeworld N/A
Psygnotic Soundtrax Volume One MCD2-PSV1
Titan Quest Official Soundtrack N/A

Promo CDs found over the years:
AND 1 Streetball: The Official Video Game Mixtape N/A
Backyard Wrestling: Don't Try This At Home Soundtrack N/A
Breath of MANA N/A
Celestial Mechanica OST N/A
Dance Dance Revolution SuperNova & Beatmania Exclusive Sampler CD N/A
ENDGAME: Classic Games - Gothic Drama ENDC 101
FIFA Soccer 2004: The Sounds of FIFA 04 N/A
Hitman 2: Silent Assassin Promotional Soundtrack PHTM2PUS58
Legend of Mana Music Selection 3TP-0012K
Silent Hill Homecoming Soundtrack N/A
ULTIMATE BAND - Songs From The Video Game N/A

Celestial Mechanica

I forge what else. Good thing I keep track of these via my VGMdb collection. :P I'm pretty sure I'm still missing a ton of stuff.
Post edited January 26, 2013 by Foxhack
Bought the Blue Dragon soundtrack from Future Shop a long time ago, and the Tales of Phantasia and Tales of Destiny OSTs from a dealer at an anime convention a couple years back.
I only bought one soundtrack and that is Braid's Soundtrack!
I couldn't resist not buying such a beautiful thing.
In a way, blackwell. I had bought all the games, and wanted the soundtack. But the developper's site, where they used to be sold, didn't sell them anymore. And then gog got the blackwell series here with their soundtrack. I waited a long time, harassing the authors on the wadjet forums, until they announced that they were trying to get the music edited and published properly. Then I waited more.

And then, after a long while, I finally grabbed the gog blackwell during a sale. In a way, that was paying for the soundtrack only, as I had the games already. And had no alternative way of getting the music. But, technically...
So far only Dear Esther and The Sea will Claim Everything thanks to Bandcamp. DRM-free music is a wonderful invention.
Since I love game music (I even have a blog about it!), I buy game soundtracks all the time. Yet they are digital downloads, so my The Dig OST CD has a special place for me. I live in Turkey and you can rarely find retail game soundtracks here. So when I found the soundtrack of The Dig in a music shop (about 10 years ago), it was kind of a miracle for me and I'm still happy having it! :)
Post edited January 26, 2013 by Accatone
outside any deals/bundles -

Dungeons of Dredmor soundtrack, IIRC they sell it on
Treasure Adventure Game
Sam & Max: Season 1
Sam & Max: Season 2

The latter three on disc, the first is one of only three albums so far that I've bought for download.