I think nothing top the JRPGs. My current favs would be Nier: Replicant & Nier: Automata. There’s also this rather obscure game I love called Ar Tonelico in which the music is part of the story; of course that wouldn’t do if the music suck.

Other than that, I love the entire soundtracks for both Cult of the Lamb as well as Stray.