I don't care much for movie soundtracks, other than maybe John Williams (Star Wars) and Howard Shore (Lord of the Rings).
So here are the game ones:
Kevin Reipl (UT 2003 & 2004):
example Probably the best track from the whole UT series period.
Jesper Kyd (UT 3, MDK 2):
example The extended version of this is so much better.
Damjan Mravunac (Serious Sam TFE, TSE, BFE):
example Best track from BFE is ironically a TFE remix.
Bobby Prince (Keen, Doom, Duke 3D):
example My favorite from Duke 3D
Frank Klepacki (C&C Series):
example We all know Hell March so enjoy Grinder :)
Kiril Pokrovsky (Divnity 2):
example I picked a little atypical one for Kiril here but just because I personally love this one.
Jesse Harlin (Star Wars: Republic Commando). Because when you create an in-universe language just for a game soundtrack, you are a badass:
example None other than Vode an.
There is probably more but don't want to spend more time than I already did making this list :P
EDIT:
Michiel van den Bos (Unreal 1, Overlord 1&2):
example Love the Overlord theme. Pure awesomeness.
Michail Anatolievich Kostilev, a.k.a.
Lind Erebros (new King's Bounty series):
example All the tracks are just incredible and perfectly fit a fantasy world. I recommend looking up King's Bounty: Dark Side soundtrack. The music has been accumulating since the first one and this one has them all.