Sure. A while back there were some D&D modules that came with specific background music. I forget who published them. Some of those 'host a murder' type thingies also have specific music.
Quite a few 'semi-electronic' games provide some sort of backbeat while playing as well.
Theres also games that have interactive sound bites and such.
True...guess I'd forgotten clean about the electronic-component games. Never did hear about the D&D modules with soundtracks...musta been while I was on hiatus .