To anyone playing R'lyeh or another spooky enough nation, I recommend
Octane soundtrack by Orbital
mostly great soundtrack from bad thriller.
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You can't go wrong with Dead Can Dance,you get enough material for several nations.
Amateur celtic flavored bands, like polish Open Folk, Czech Dun An Doras, Tredrez Trio, Bal Kuzest, Ula Kapała.
Other folk bands like Stara Lipa.
Bauhaus. 'Bela Lugosi is dead', 'All we ever wanted was everything', 'In the night', 'King Volcano', 'The three shadows' part 1 and 2... + some XIII Stoleti pieces would make great Ulm:Black Forest soundtrack.
By the way: my last.fm site:
http://last.fm/user/jazwiec
Last.fm is great if you're interested in discovering more music you like. And don't mind being pretty much glued to your computer. It lets you choose your own station, skip and ban tracks without limitations, tag them as 'loved' etc. Listen to your musical neighbors' music etc.
If you use Linux, I recommend using older client and OSS, otherwise it's very hard to run.