I'll also recommend Conan the Barbarian. In addition:
The Planets by Gustav Holst has just about any theme you'd need
Capriccio Espagnol by Nikolai Rimsky-Korsakov is good for Arab themed games (yes, I know it's called Espagnol, but Spain was under Moorish rule for 700+ years...)
Braveheart for Celtic style stuff (LotR works well for this too)
Anything Aaron Copland for Old West games (Deadlands)
The Saint soundtrack is lovely for modern-era punk or spy thriller games
And yes, the Crouching Tiger, yadda yadda soundtrack is good for oriental style games (or Exalted!)
The Omen soundtrack is great for horror games (Call of Cthulu)
And the Gladiator soundtrack is also awesome for generic ass-kicking music