I agree with just about all the mentions already made. So I will go ahead and add some that have yet to be...
Soul Calibur. Phenomenal soundtrack!
Plasma Sword. A VERY underrated soundtrack!
Guilty Gear X. For all you Metal heads out there!
Mars Matrix. Another dope ass soundtrack!
Demolition Racer. A very complimentary soundtrack!
Capcom Vs SNK 1. Such a wonderfully hype soundtrack!
RE: Code Veronica. Another amazing soundtrack!
Project Justice. If only for this one track, perhaps the most beautiful song ever put in a fighting game. It always gets to me.
http://youtu.be/Z8_-DZ7si3U?list=PL73F894DFAF5B7179