Just listen to the open few bars of that. I'll explain in a bit.
My GM's have used music to inspire sessions or set scenes for pretty much as long as I've been gaming. I remember being in a room in the Renraku Arcology in the Shadowrun game right back at the start, with all these dolls who turned their heads to me and sung my name in creepy voices "Kamayaaa, Kamayaaa", a scene presaged when the GM started the session by playing the intro to a metal track he enjoyed. I'm not sure which song it was, but the intro was a bunch of kids singing about how they were going to get you...
The game most inspired by music was the World of Darkness campaign I played in at uni. I will always think of that game when I hear "The Final Countdown" by Europe, and The Pixies "Where is My Mind?" is the song for Malkav for me, but it's REM's "End of the World" where the GM took the most effort. He went through the song, making sure each line showed up somewhere in the Werewolf, Vampire or Hunter game. I'll never forget the NPC hunter we met as he paddled into Hudson Bay in a small dinghy to face down the Godzilla-monsters (Mokolé in their archid forms): we were nervous for him, but Lenny Bruce was not afraid.
There's been plenty of others, but not many other uses of music that have stuck with me so directly.
Which brings me back to the video at the top. This is The Emissary's theme song, the mysterious NPC from our Exalted game - the Anathema Taji and Kito first befriended that caused them so much trouble (though not as much trouble as their presence causes him...)
The fifth paragraph of this episode is the pertinent one. Rich had established the character's theme song by having it play whenever we saw him give the laws, something we witnessed a few times at a great distance as we settled into Nexus. We then got on with the various troublemaking we liked to get up to, eventually detouring to the White Tower - the tallest building in the city and one which would give us a good view. As we stood on the path debating how to gain access, we heard the opening bars of the track and turned to the GM, eyes and mouths wide with horror. We'd completely forgotten this was where The Emissary lived, and sure enough, he was walking towards us...
For me, it was hands down the best use of music I've ever experienced in a game.
What about you? How has music enhanced your gaming? Let me know below!