Omikron: The Nomad Soul featuring David Bowie

I'm a huge David Bowie fan, so I love that he appeared as his other-worldly self in this early game by David Cage, of Indigo Prophecy and Heavy Rain fame. The fact that the game is immense and over-the-top make this a special treat. The music Bowie made for this game was later released years afterwards as a Bowie canon album titled Hours.
Def Jam: Fight for NY featuring Henry Rollins and Def Jam recording artists

I picked Rollins for the image just because he feels out of place with all the hip hop artists of the Def Jam series, regardless of his time spent in the gym. The Def Jam series allowed you to finally answer the question of who would win in a fight, Snoop Dogg or Ice-T. It remains Awesome for this reason.
The Promised Land featuring Queensryche

This was a Myst-like adventure game that they released to go with their album of the same name. The band members appear along the way in your adventure to provide you little moral lessons.
The Journey featuring Alice In Chains

I've never played this and I couldn't find any video or photos of the game itself, but if you bought this Music Bank box-set, then there was an interactive adventure game called The Journey featuring the members of Alice In Chain. The basic plot is that Satan is trying to rid the world of rock n roll, and he has started by stealing away the souls of the members of Alice In Chains. Your job is to dive into purgatory and bring them back. I think there might be a reason I can't find much online about this game.
Revolution X featuring Aerosmith

Before they had their very own Guitar Hero game, Aerosmith first appeared to us in the digital form of an arcade light gun game. This game is ridiculous as you kill a bunch of people to save Aerosmith from some crazed militants, and it is oddly loveable for that reason. It was horribly ported to consoles though with the ingenious decision of not making it compatible with light guns.
Psycho Circus featuring Kiss

This is, by today's standards, a hideous looking and dark FPS game. KISS always did have a lovely way of corrupting the youth, this time with mediocre gameplay.
Clayfighter featuring the Elvis Presley inspired "Blue Suede Goo"

Elvis has been featured in a bunch of games, but the most memorable in my mind is from Clayfighter. That's a hunka hunk of burnin' clay right there.
Wu Tang: Shaolin Style

The Playstation era saw a lot of silly and awkward attempts at making the Playstation the hip edgey alternative to the do-gooder image of the N64. It was a strangely fun time where weird games like this fighter could be made.
Moonwalker featuring Michael Jackson

This is probably one of the first games you thought of when you saw this thread-title. I like the arcade version more than the Genesis one, but I'm sure this could cause heated debate even today.
Space Channel 5: Part 2 featuring Michael Jackson

This game was already intensely enjoyable, but Michael added that extra bit of magic that made it even better.
Ready 2 Rumble Boxing: Round 2 featuring Michael Jackson (again)

Even more Michael. This one doesn't even make sense, but ok.
Rockstar Ate My Hamster featuring various artists

And even more Michael Jackson. Wow, he is in a lot of video games. This game actually has a ton of artists in it, though they have fake names like Rotten Johnny (Johnny Rotten) or Scratch 'n' Sniffa (Salt N Pepa). You can find a full listing on the wikipedia page. Despite the promise of "Rock n Roll" the game is really kind of a boring management sim, albeit with a slight sense of humor.
Journey featuring Journey

This is an old 80s arcade game that was an improvement over their Atari 2600 game, Journey Escape. The main highlight is the chip music for Don't Stop Believing that plays throughout. You can also see they used digitized graphic renders years before Mortal Kombat. The game also triggered sound samples that were played on a cassette player within the arcade cabinet.
The Sims 3: Katy Perry Sweet Treats

Now you can be a fake looking version of a fake looking popstar!
Brutal Legend featuring Ozzy Osbourne

Black Sabbath's frontman has a cameo in Brutal Legend, and since Jack Black is in Tenacious D, I guess he deserves a spot on this list for this game too. Crazy Train!
Britney's Dance Beat

Are you willing to admit you own this yet?
Crue Ball featuring Motley Crue

A lackluster video-pinball game that programmers probably coded while they were smokin in the boys room.
Prince Interactive featuring the Artist Formerly Known As...

Prince is a vault of weird ideas, of which the public only sees the tip of the iceberg. This one barely made it's way into people's awareness. You have to journey through the world famous Paisley Park Studios to find the pieces of the symbol that Prince used to use as a name to unlock bonus music and video content. I love weird shit like this from the 90s, back when the CD-Rom was bomb.








