In terms of soundtracks that consist of tracks that weren't made specifically with that movie in mind but fit the overall theme/atmosphere of the movie I think of:

Heavy Metal
Grosse Pointe Blank
The Crow

Then for OST that was made specifically for the movie

Ravenous by Damon Albarn & Michael Hyman
Drive by Cliff Martinez (excluding the snyth pop songs)
Pi (at least the stuff made by Clint Mansell)
The City of Lost Children by Angelo Badalamenti
The Social Network by Trent Reznor & Atticus Ross

The first one that comes to mind for me is:
Psycho

As far as song choices go I think Lynch is often spot on, and Tarantino as mentioned.

Definitely agreed on both. The music from Mulholland Drive is so tense it makes me feel like I'm going to have a heart attack.

Blade Runner - The soundtrack by Vangelis adds so much to the vibe of the film. Apart from a couple of films already mentioned, I cannot think of any other film that is enhanced so much by it's soundtrack.

Repo Man - While I'm not a massive fan of the film, it is a lot of fun. Just as fun is the soundtrack which is a really good punk compilation on in it's own right.

Damn, I just checked out who's on it and you've got Iggy Pop, Black Flag, Suicidal Tendencies, and Circle Jerks, all in a movie from 1984.

Members of Circle Jerks have starring roles in the film as well. The soundtrack is known for bringing hardcore punk mainstream exposure.

Akira had a great soundtrack <3
Generally all Tarantino movies had a good ost, but one of them stands out and is imo the best movie sountrack out there.. well, at least from those I have heard:
Django.
I could literally listen to this over and over all day, every day.