"Maple Street Memories" by the Statler Brothers and "Ozark Mountain Jubilee" by the Oak Ridge Boys both put me in mind of places and times back home in Missouri, and cause me to tear up.
"I'm No Stranger To The Rain" by Keith Whitley, "Heaven" by Warrant, "Without You" by Motley Crue, "Roam" by the B52s, and "Summer Rain" by Belinda Carlisle all remind me of a very bad time I went through when I was 14 to 15 - but for some reason, I guess I'm sick enough in the head to enjoy the pain and listen to them on purpose sometimes. (Actually, there's
quite a few country songs from around then that fall into this category, but I don't torture myself by listening to them much anymore...)
"I Will Always Love You" by Dolly Parton (NOT the Whitney Houston abomination) puts me in mind of a really bad time when I was 8, and I don't listen to either version on purpose, because I WILL be crying by the end.
"Faithfully" by Journey and "Take My Breath Away" by Berlin both remind me happily of when my wife and I were dating. And "Freak Me" by Silk will always remind me of my Senior year prom that we went to together, because the teacher who allowed it to be played was a cool guy, who got in a little bit of trouble for that. (He was a little
too cool to be a teacher, sometimes, I think - and had a relationship with a former student that means any of us who had him as a teacher will remember him whenever we hear "Don't Stand So Close To Me" by The Police.

)
And then, in general, with that I have moved 30 times in as many years, all over the country, sometimes within months, sometimes after a few years, I always remember where I was when I first heard a particular song and
remember.
(P.S. If you specifically meant for gaming, the games I hold dearest in my memory are the old Infocom text adventures like Zork and Enchanter, and the
original Tetris (all the text was in Russian). All of which had no sound at all. I usually had the radio on while playing, and occasionally something from 86-89 will make me think back to those times, but no particular song I can nail down.)