Some games with soundtracks I particularly enjoyed over the last couple years:
A Hat in Time - a cute, fun collect-a-thon platformer with a kickass soundtrack. This one is particularly fun to play and hits nostalgia vibes for the early 3D Mario games.
Shantae and the Seven Sirens - 2D platformer with an energetic chiptune-y soundtrack. The game itself is OK, but the soundtrack is what really made this one for me.
Subnautica - underwater survival and crafting game with a soundtrack that set the mood very well
Demons Roots - 18+ RPGMaker game where you lead a demon uprising to reclaim the surface world, invading country after country freeing slaves as you go. Very dark game that is unusually good for the type of game it is. If you're not put off by the RPGMaker doujin wabi-sabi and are tolerant of adult content in games this one is worth a look. There are some absolute bangers in the soundtrack.
Pyre - Lord of the Rings meets 3v3 basketball with a very enjoyable soundtrack by Darren Korb (Bastion).