Silent Hill 2: True.
Removes all doubt about your past.
Mother 3: Love Theme.
Not a sad song... they just use it to completely tear out your heartstrings. I knew something bad was going to happen in Mother 3... I just didn't know it would be that soon.
Perfect Dark: Chicago.
Just before the game goes bonkers in terms of plot (in the best way possible) you're plunked into a seedy Chicago backstreets area made up out of sleaze, an asshole robot, and cheese in a strip club. It has such a beautiful melancholy tone to it. It was one of the first songs I taught myself on guitar.
Wind Waker: Farewell Hyrule King.
Noooo Kingy... noooo ;-;. I heard this track way before I finished the game so seeing it play out in the scene left me staring openmouthed.
Max Payne 2: Theme. http://www.youtube.com/watch?v=wGvwmZmFi0w
I can feel the brooding in this track. It makes me want to speak in film noir dialogue and drink black coffee at all hours. The way it swells throughout the game is fantastic.
Well, now I'm going to stop before I name all the video game music ever.