The new Lord of the Rings film, Return of the King, has some great music, including Billy Boyd (who plays Pippin the Hobbit) singing a beautiful traditional-sounding song that is very haunting...I can't wait to learn it.

Some of my favorite soundtracks and scores (soundtracks are often collections of popular or classical music, as opposed to scores, which are composed for the film itself and are usually all instrumental) include:

The Wicker Man (although much of this was composed specifically for the film)
Stealing Beauty
A Walk on the Moon
The Virgin Suicides
Jane Eyre (score)(the one w/ George C. Scott and Susannah York)
Excalibur
Hair (similar to the stage musical but not too)
Robin of Sherwood (Showtime TV series) "Legend" by Clannad
Brazil (which is named, inexplicably, for the title song)