The first time I heard heavy metal in a video game was with Carmageddon, which used instrumentals from Fear Factory's Demanufacture album. Back then I didn't even really know what heavy metal was but I loved it!
But I think the king of heavy soundtracks has to go to Brütal Legend. The whole game from visual design, lore, story and even self-deprecating humour all revolve around heavy metal culture. Then there's the soundtrack which of course fucking rocks! There's over 100 tracks The likes of Testament, Black Sabbath, Iced Earth, Motörhead, Mötley Crüe, Tvangeste, Dark Tranquillity, Megadeath, In Flames, Manowar, Dimmu Borgir, Judas Priest..... It goes on forever!