I thought the music in the game was excellent. It'd be great to have it as an extra here on GOG. Would anyone else like that to happen?

Hmm, that's interesting. I'll have to re-install and check if there is music files.

EDIT: Awesome! It is in the game folder in mp3 format!

Would still be nice to have a separate soundtrack, properly tagged (which I assume the mp3s in the game folder aren't) and perhaps better quality.

Maybe GOG couldn't license the music to sell it separately? :-/

Probably, it's not like I think they haven't even tried. :p

Anyway, there's always the movie. http://archive.org/details/JakeHughesAnachronoxTheMovie

If anyone wants to have songs properly sorted, I made a 3 album soundtrack. In game folder everything was in big mess. I made 3 folders:
CD 3 - music for battles
CD 2 - music for places
CD 1 - rest of the music
Repetitive songs were removed. Also songs, which were splited, like for battle in anachronox were 4 separate files, I joined them together, because they are almost the same.

Here are links:
1:
http://www.mediafire.com/?p7jr2t512xera1k
2:
http://www.mediafire.com/?2yk4gofay23fxzh
3:
http://www.mediafire.com/?1fr4fs5g4mc490f

Wonderful! Thank you 11 years later!

Scifi playlist on shuffle, Anachronox starts playing, I get annoyed on how the songs were named and sorted, googled and found myself from the starting point ie this post as I bought the game from GoG way back when. Only after downloading and listening them I realized your post was from 2012, so thanks to mediafire too for hosting the files for all these years! :D

Far better than I was hoping for. At best, I expected to find some official or unofficial soundtrack that would include some of the songs that I would then have to identify and rename manually, Great work!