Already mentioned several times, but Deus Ex: Human Revolution. It somehow managed to be futuristic without sounding like cheesy techno, somewhat haunting, and epic at the same time.
Planescape: Torment. Even though most of the tracks were just short tracks played on a loop, 'hauntingly beautiful' is the best description I can think of them. Fit the world so damn well:
Myth: The Fallen Lords. This game only had a few songs in it because it doesn't have in-game music, but holy crap the music it does have is SOOOOO good. Myth is one of those games that did an amazing job of creating a dark, almost hopeless world without coming across as cheeseball "grimdark", and the soundtrack really helped it. When you lost a mission, the music really made you feel the gravity of what just happened. When you won, it made you feel like you had still managed to keep hope alive in spite of everything being thrown against you. Just a gorgeous soundtrack (and game):