I agree with McGrath that Barry Lyndon had one of the best sound tracks of all time, extremely well matched to the atmosphere of the film. Those who have mentioned The Last of the Mohicans are right in saying that the sound track was exceptional. I will never forget the pursuit scene when Bumpo and the Mohicans were pursuing the Algonquins (?) and their captives. As the music rises in crescendo, the pursuit winds higher up the heights of the mountain, ending in the death of the Chief's son, and the suicide of the girl he loves. It really doesn't work any better than the music in that segment does.
At the time I saw Dances with Wolves, I thought the soundtrack was wonderful, but it hasn't held up as well as some others.
About 10 years ago there was a film called In God's Hands about big wave surfers and their demons, and the soundtrack, while none of the music was familiar to me and most of it youth-directed alternative rock, was just perfect.
And of course, there was the soundtrack that most people my age have at one time owned....Easy Rider, and it was one of the best. It featured the Byrds, Hendrix, Steppenwolf, and the Holy Modal Rounders. Say no more.