In no particular order...

The Last of the Mohicans
Lord of the Rings
Star Wars (the original trilogy)
Gladiator
We Were Soldiers
Pink Floyd - The Wall
1492: Conquest of Paradise
Raiders of the Lost Ark
Gangs of New York
Glory

I also agree about Fallout having the bast in game music of any CPRG! Fallout 2's soundtrack was excellent as well.