‘Gangs of Wasseypur’ and the sequel both have banging songs. Idk if the full soundtracks are available anywhere, though.

Of western films, try ‘Fear And Loathing In Las Vegas’, ‘O Brother, Where Art Thou?’, Nino Rota's soundtrack for ‘Amarcord’, Kenji Kawai's ‘Ghost In The Shell’, and David Lynch's films: ‘Twin Peaks’, ‘Lost Highway’, ‘Blue Velvet’. Joe Hisaishi made great music for both Takeshi Kitano and Ghibli. Philip Glass' ‘Koyaanisqatsi’ is famously the only sound in the film; and his ‘Mishima: A Life in Four Chapters’ is also very cool. ‘Chinatown’ is pretty much a definitive album of dark jazz. John Lurie made music for ‘Down By Law’ in which he also acted.