I have...
- Smashing! Live (Full Soundtrack)
- Brawl (Full Soundtrack)
- Sonic Adventure 2 (Full Soundtrack)
- Super Metroid (Full original Soundtrack)
- Metroid (1) (Full original Soundtrack)
- Metroid Metal (Metal remixes of various Metroid songs, site
here) (Full Soundtrack)
- Sonic Heroes (Full Soundtrack)
- Sonic 1 (Final Zone, Green Hill Zone, Scrap Brain Zone)
- Sonic 2 (Metropolis Zone)
- Sonic 3 (Final Boss, Credits)
(Possibly a few more tracks from the above three)
- Pokemon Gold/Silver/Crystal (Lance/Red battle remix)
- Pokemon Diamond/Pearl (Cynthia battle remix)
- Metroid Prime (Full Soundtrack)
- Metroid Prime 2 (Torvus Bog: Submerged Temple)
- Metroid Prime 3 (Full Soundtrack)
- Donkey Kong Country 2: Diddy's Quest (Hot Head Bop and Stickerbrush Symphony)
I'm going to say there's probably more than that but I can't recall anything more at the moment...
About a third of my iPod (which carries about 1600-1700 songs at the moment) consists of video game music. I'm not exaggerating.