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Is there any way to extract the music from this game?
The soundtrack is available on Youtube if you don't mind Youtube quality and converting the video into music files:

If you like the Shadow Of the Comet soundtrack I also highly advise you to get the soundtrack to the first Alone In The Dark game (the soundtrack from the disk version not the one from the CD version offered on GOG) as both soundtracks were composed by Philippe Vachey and have the same spooky, unsettling vibe to them.