The Harder They Come - one of the most important albums (let alone soundtracks) of all time - the film, and the songs that appeared on the soundtrack helped introduce reggae to America.
Reservoir Dogs - great dialogue pieces by Quentin Tarantino ("Madonna Speech"), and Harvey Keitel ("Let's Get a Taco"), along with radio bits by Steven Wright ("...K-Billy super sounds of the 70s...") along with some great music, make this essential.
Ghost Dog: The Way of the Samurai - The Album - I'm not even sure this is the "official" soundtrack, but it rocks. Dark hip-hop with distinctive production by The RZA, interspersed with little spoken word pieces by Forest Whitaker.
Apocalypse Now - the only two songs are "The End" and "Ride of the Valkyries", and both are cut up by movie dialogue - but what dialogue! The album is really primarily Martin Sheen's narration, with the dialogue from the most important scenes mixed with lots of sound affects, and atmospheric music. The effect is really hypnotic.