The Okami series (well it's not really a series since there are only two games, but...) has an amazing soundtrack.
Okami: The Sun Rises, Reset (Thank You), Dragon Palace, Ryoshima Coast, Sacrificial Arrow, Ushiwaka's Appearance, Giving Kushinanda a Ride, Wep'keer, The Continuing Journey, Theme of the Moon Tribe, etc.
Okamiden: Demon Market, 5-Story Pagoda, Thundercloud, Kurow Loses Faith, Underground Ruins, Preparing for Action, Yakushi Village, The Goryeo, etc.
The Persona series also has an amazing soundtrack (well, I only played/watched Persona 3 and 4).
Persona 3: Living with Determination-Iwatodai Station, Memories of the City, The Poem for Everyone's Souls, The Battle for Everyone's Souls, etc.
Persona 4: Like a Dream Come True, Backside of the TV, Your Affection, Reach Out for the Truth, I'll Face Myself, etc.
The Paper Mario series, the Pokémon series, the Fire Emblem series (only played Sacred Stones and Awakening, but Awakening's soundtrack was a masterpiece), the Zelda series, the Mario series, the Metroid series and the Kirby series also have very good soundtracks.
BTW Sorry for the long post :/