LOTS of good answers here! I'm trying to think of a few that haven't been mentioned.
Goodfellas Shaun of the Dead Highlander Trainspotting Grosse Pointe Blank
and there are a couple of scores that I just love: Fight Club Last of the Mohicans (plug this in with a good set of headphones and you'll want to chase elk through the hills)
Also, not as much of a soundtrack as an ensemble of punks in a wonderfully gory stop motion Claymation animation musical but Live Freaky! Die Freaky! is about what would happen if in a post-apocalyptic world the only thing people knew of ancient humanity was the Manson murders. Voiced by people like Theo Kogan of the Lunachicks, Sean Yseult of White Zombie, Tim Armstrong of Rancid, Billie Joe of Green Day, and Jane Wiedlin of The Go-Gos just to name a few. Its amazing, and free on youtube
John Hughes had a lot of great soundtracks for his ‘Brat Pack’ movies back in the 80's: Breakfast Club, Pretty In Pink, Sixteen Candles, Weird Science, Some Kind of Wonderful, Ferris Bueller. The Wedding Singer Say Anything Valley Girl A Knight's Tale Eddie & The Cruisers
