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Chrono Cross Soundtrack
FTL immediately came to my mind. That soundtrack isn't even OFFERED on GOG and I loved the game (and its soundtrack) enough to buy the soundtrack.

One soundtrack I got as a Nintendo Power subscriber bonus around the time Smash Bros. Melee came out (may Nintendo Power RIP): the Super Smash Brothers Melee Smashing... Live! orchestral soundtrack CD.

Other than that, nada. Game soundtracks are only really memorable and worth paying for if I can buy it in MY OWN REGION and I don't have to screw around with imports (so the Gyakuten Saiban / Ace Attorney series doesn't count right now).
I've gotten some game soundtrack CDs that came with some game purchases, like a DS game or two and some collectors editions that usually come with that stuff.

As in a separate CD/downloadable game soundtrack, not yet. It would be impossible for me to find official soundtracks for some games too without GOG or extracting the music files from the PC game data.
Starcraft II. It's a great soundtrack album, and the "Digital Album" I got off of iTunes had a nice digital book with some interesting making-of videos and interviews.

I also decided to spring for the additional soundtracks to both Frozen Synapse and Frozen Synapse RED. They're not only some of the best game soundtracks I've come across, they're some of the best trance/electronic albums I've heard too.
I bought the Zeno Clash music separately from iTunes. I don't like iTunes' pay once-download once system, but it was worth it.
Cambrey: You are absolutely right. I bought the soundtracks because of Icarus, hoping that there would be one or maybe two more tracks with the same intensity. Unfortunately, the rest is very ambient indeed.
StingingVelvet: Yeah, "Opening Credits" has a little kick but the rest are pretty much all ambient. His other big soundtrack, Splinter Cell Double Agent, was very similar.
The UNATCO remix is nice, though. Soft, but nostalgia-inducing.
Post edited February 11, 2013 by Whitecroc
I remember buying Castlevania soundtrack albums from the Konami website

Dracula Chronicles X and Curse of Darkness OST's are excellent
Until last year I did not care about soundtracks. Either a game had a good one or not, but hearing the soundtrack seperately? No such thing for me.

Then I discovered the Game Music Bundle. I was curious, listened to examples or to several songs on YT, and I thought "why not"? Bought the Bundle 3 für 10$ and was not disappointed. Marvelous soundtracks, all in all 100 or more songs, more than half of them are very nice to listen. :-) I bought every following GMB.

The soundtracks on GOG's games are also nice. Because GOG sells newer indie games for almost a year, there is constant supply of new, never heard soundtracks. Nothing to say agains ST from old games, but as the game business gets more modern, the music is composed in a more professional way. Just hear Trine or Deponia. :-)

I might buy the ST for To The Moon. Played the game for the one demo hour and bought it, but did not have the time to play it in an intense way. But the music already was very nice, tragic, emotional. And 5$ are a fair price.
Post edited February 11, 2013 by ZivilSword
I bought the Riven soundtrack separately. This was before I knew the files where pretty easy to get from the media I already purchased.

I've enjoyed other soundtracks, but I get them from the games that I buy myself.