In game, it may be as little as an afterthought, especially in an actiony game like Left 4 Dead, but the music really adds to the atmosphere of the game, and VALVe is one that doesn’t skimp on musical quality.
https://left4dead.wikia.com/wiki/Left_4_Dead_Soundtrack
https://half-life.wikia.com/wiki/Half-Life_2_soundtrack (Doesn’t let you listen to them.)
In game, you’re usually to preoccupied to really just listen and enjoy the music, but listening to just the tracks reveals that they are really well written. A lot of them have a real creepy horror feel to them, and some are just plain cool.