After doing a quick search and only finding a single mention of F-Zero GX in this subforum, I figured it was my duty to make this thread.
F-Zero: A pretty solid retro soundtrack, Ross has mentioned in a previous video chat he's played a little bit of this game and loved the Mute City track. The Big Blue track is also great. This game has my favorite renditions of Port Town and Fire Field.
Link to full OST playlist:
F-Zero X: A very rocking soundtrack for a very rocking game. Really, only one track truly speaks to me from F-Zero X, as heretical as that may sound. That song is Dream Chaser. That being said, the other tracks hold their own and are great.
Link to full OST playlist
F-Zero GX: Here we go. While F-Zero X has a great soundtrack, there's not too much variation. F-Zero GX's soundtrack - the way I see it - has a song for everyone. And they're generally really good. I should mention that the songs for the race tracks in this game have two stages - one for the first two laps and one for the final lap.
Link to full OST playlist
F-Zero GP Legend: A tie-in to the F-Zero anime of the same title (The F-Zero anime is also referred to as F-Zero: Falcon Densetsu). While I haven't played much of this game, it does have some enjoyable songs. The game utilizes the SNES style of gameplay.
Link to full OST playlist
F-Zero Climax: Released only in Japan, I haven't even had a chance to play this game. A sort of continuation of GP Legend, I believe this game doesn't have actual story mode missions so it doesn't do much to advance the plot.
Link to full OST playlist
Special Mentions
F-Zero Falcon Densetsu/F-Zero: GP Legend aka the F-Zero anime. Unfortunately, the show's official soundtrack was never released. There are people on YouTube who have attempted to rip them from the show, although those rips contain various sound effects that play during the episode and aren't of the highest quality. The channel "Superdude1306" attempted to rip all of the tracks from the show, so if you're interested, check out that channel. You CAN find the opening and ending songs easily enough, though. They contain lyrics.
F-Zero Fan Arrangements: With how good the quality is of the original songs, it'd be almost criminal to not mention fan covers. I don't have much to say on these, so I'll just post a few I like.
Links
F-Zero Climax - Mute City (Cover)
F-Zero - Silence (Jazz/Funk Remix)
F-Zero - Port Town (F-Zero X Style)
F-Zero - Fire Field (F-Zero X Style)
"The Meaning of Truth" - F-Zero X Style (The Meaning of Truth is the opening song for the anime)
Other Nintendo Media that includes F-Zero Music: This is where most people will have probably heard a song or two from F-Zero - Smash Brothers and Mario Kart 8's F-Zero DLC tracks
Links
Mario Kart 8 - Big Blue
Super Smash Bros. Ultimate - Big Blue Remix
Super Smash Bros. Ultimate - Sand Ocean Remix
Edit: Added information regarding song "stages" for F-Zero GX, added new section of F-Zero music from other Nintendo media, added links to full OST playlists, cleaned thread up by removing favorites sections, altered title and removed linkspam warning, removed a few songs from other Nintendo media section