I second Amiee Mann's "Magnolia." If you like Lucinda Williams and you haven't heard this, or seen this crazy movie, you should fix that.
The soundtrack I listen to most is from "Waking Ned Devine." Music by Shaun Davey. Very, very good. (Excellent movie as well.)
Ry Cooder is bad to the bone. I would almost watch that mediocre movie "Southern Comfort" again, except I don't have to 'cause I bought "Music By Ry Cooder" which gives me my fix on his excellent movies scores.
Enjoy!
Charlie