Few weeks ago I posted a clip from Shivers 2, an adventure game by Sierra. The game involved a bunch of musicians who got lost in a village called Cyclone and was accompanied by music clips that also contained clues to the in-game puzzles.
Shadows of Emperor, the third game in well-known strategy series Battle Isle, also had music video clip. But this time, it was a marketing tool and did not have any in-game significance. Blue Byte employed band called Still Patient?, German Gothic Rock band. See the clip mixing in-game graphics, FMV, and band below.