moody soundtracks

Not sure if it qualifies as moody but it does have a consistent vibe:

Hell or High Water Soundtrack

I love Lost Highway and it has great remakes by some great artist.

House of Sand and Fog definitely has a continuous tone throughout. 

I forget the movies' name...but the Richard Thompson penned soundtrack for the guy who tried to live with the bears..

Did not turn out well.

Most soundtracks do not have a consistent feel throughout due to the inclusion of a few cuts. I sometimes program my CD to skip those cuts but mostly I forget and have to push the next track button. These tracks don't fit the overall tone of the piece, but were included for specific scenes in the movie.

Regardless, here are some good ones:

Planet Terror
Mission Impossible (the original from TV)
Touch of Evil
City of God
Almost anything by Morricone

Unobtainium:

The French Connection
Thunder Road

I also have to second both Gabriel's "Passion" and "Hell or High Water", both excellent, although quite different.