Rob Roy's soundtrack was done by Capercaille; Last of the Mohicans was done by Clannad.
Might I also recommend the coundtrack from "The Secret of Roan Inish": lots of great traditional stuff recorded in Rockport with Mason Daring; some songs in Irish, great instrumentals, etc.
Also "Margaret's Museum" features some Nova Scotia style traditional music with the likes of Talitha McKenzie...it stars Helena Bonham Carter in a role originally written for Heather Rankin...
I also highly recommend the soundtrack of "The Hanging Garden" also made in Nova Scotia; it includes some contemporary stuff by artists like Ani Difranco but there is also Ashley McIsaac (who has a cameo in the movie, as does Heather Rankin)=, Mary Jane Lemond, Leahy and other traditional artists...
these are all great films BTW!!!
It's not Celtic, but I do love the use of Leonard Cohen songs in "McCabe and Mrs. Miller"...

peg