My personal favorites,
Super Contra (aka Super C) (NES)
River City Ransom (NES)
All the music in this game is just awsome.
Halo
To bad the second and third games couldn't match the epicness of the first.
Call of Duty: World at War
Nazi Zombie Theme (x360)
Just for the change from the classics
None of the lyrics are actually used in game, because 90% sure it would ruin the epic effect