I'm surprised not to see any of the Monster Hunter games yet! Maybe that's because most MH soundtracks are more a collection of individual themes than a unified soundtrack for a world, but a lot of those tracks are pretty great.

I don't know whether it is considered polite to link to youtube recordings of tracks here. My particular favorites from World are all zone themes: "Rulers of the Wildspire", "Dancer in the Coral Highlands", "Roars across the Hinterlands". You hear these tunes a lot - whenever you're fighting something in that zone that doesn't have its own theme - so they'd better be good. Fortunately almost all of them live up to that standard!