This thread has rested a little, but wanted to share just in case:

Divine Divinity - available from the developer: http://www.larian.com/Site/english/divinity/music.html

The Longest Journey - made available from the dev, but site is broken. Searches will yield many locations for the files. If you don't own the game, just buy it from GoG, it comes with the soundtrack. Too good of a game to not own ;) (PC CDs put the files in the game directory)

Riven - CD available for purchase, some versions include with game purchase.

Myst 3 - CD available for purchase, some versions include with game purchase.

Thief - http://gamemusic.wordpress.com/2008/03/06/thief-the-dark-project-gold-soundtrack/

Obscure - unlock in game (proprietary file types, have to listen in game or get creative ;) )

Oblivion - Fan music pack available: http://www.oblivionmodwiki.com/index.php/Extra_music_pack_by_Matti_Paalanen

Jack the RIpper - (audio in install folder, example here with trailer): http://www.youtube.com/watch?v=vdLWwyI4L6E

Sorry, some of these aren't GoG games, but the files are available if you own the games or some are free ;)