Outer Wilds - The way this game uses music and ambient sound to foster a sense of wonder, dread, excitement, sorrow, and much more is nothing short of incredible. Probably the best game I have ever played.

Subnautica - Equally impressive use of music as Outer Wilds, many of the same feelings, but a much much different vibe and genre.

Return of the Obra Dinn - A grim game where the soundtrack with church bells and heavy string instruments really underscore the mood.