Lots of good choices in the comments already so I'll start with what I'm currently obsessed with: Project Wingman and its DLC, FRONTLINE-59.
OTXO is also great if you're looking for some heart-pounding action, both in-game and to listen.
Neotokyo, the old source mod has two fantastic cyberpunk albums for its OST: GSDF and NSF. Both have their own unique style instead of trying to imitate the classics which is a huge plus.
I've seen Drakengard being mentioned already so have some heavenly sounds announcing the end of the world. If you'd like something that doesn't cause as much mental damage as the first game, Drakengard 3 is your friend! It's still possesses the mad undertones of the original and some of the boss music can be take it or leave it for some people as the heavy electronic vibes can clash with the medieval fantasy aesthetic (I love them all personally) but it has some absolute bangers as well.
Here are the usual suspects when people talk about this title:
- Black Song - surprisingly light considering when it plays in the game.
- The Final Song is a backing track for an 8 minute boss fight with no checkpoints and no place for mistakes (1HP through the whole thing baby!).
- This Silence Is Mine - if you want to listen to someone who've been through hell and back singing asking for the sweet release of death. It's raw, it's emotional and it perfectly encapsulates all the themes of the D3's protagonist, Zero. Still one of my favourite OST songs of all time despite listening to it for at least a decade now.
Last but not least, Shantae and the Pirate's Curse. It's filled with fun and energetic tracks which fit perfectly with the light comedic tone of the series. Jake Kaufman's masterpiece and probably my favourite OST in the series.