Null Device: A Million Different Moments - Wraith, GURPS, Illuminati: New World Order (so it's a CCG; we really get into it.)
The Sisters of Mercy: Vision Thing - Vampire, Cyberpunk/Cyberspace/CP2020, Car Wars
The Shamen: Axis Mutatis - Mage, GURPS, Changeling
Depeche Mode: The Best Of - Mage, Vampire, BESM (I used to use it as background music in a Lain campaign)
iris: Disconnect/Reconnect - Mage, Hacker (bookcase card game), Shadowrun, Cyberpunk/Cyber Hero/Cyberspace
Information Society: Don't Be Afraid - Vampire, Etherscope
Information Society: Peace and Love, Incorporated - Cyberpunk, Shadowrun
Tim Curry: Fearless - Teenagers from Outer Space, BESM
The Cruxshadows: Dreamcypher - BESM Utena, Mage, Cyber Hero
Pet Shop Boys: Introspective - Mage, BESM (it can be fit into 80's style campaigns if used well)
The Dresden Dolls: Yes, Virginia - Etherscope, GURPS, Paranoia (for that great "WTF??" feeling)
Psykosonik: Psykosonik - Cyberspace/CP2020