Totally agrree, Ninja Warriors theme was awesome!
Also:
Agony (especially the Intro and the loading screen)
Leander (especially the first level)
Jim Power (First Level)
Turrican I & II (First Levels)
Turrican II (The level before the silly last levels with the aliens ripp-off. Oh, the loading screen too)
Turrican III (a short theme in the level with the destroyed buildings on the background)
Apprentice
Robocod (no, really!)
Superfrog
Ultima V
Realms of Arcania (The character generation theme)
Shadow of the beast II/III
Battle Squadron (especially in-game track)
X-out (first/second level, loading screen)
Z-out (first level, and the morbid track in the level with the green fluid)
Strider II (that was actually better on C-64)
Dozens more but you are probably already bored by now...