Various ‎– Lost Highway

"Diversity" is the keyword here. And it might be both advantage and disadvantage of this particular soundtrack. See - there are all sorts of things are in here, from non-typical Smashing Pumpkins-penned "Eye" to weird instrumental by Trent Reznor to more obvious Rammstein and Marylin Manson tracks. Sandwiched in between are ambient/experimental interludes by the likes of Angelo Badalamenti and Barry Adamson. So if you're into typical poppy industrial, you will probably skip over most of ambient tracks. If you're a fan of weird music, you will most likely skip tracks by Marylin Manson, Rammstein and Lou Reed. Either way, if you like non-standard soundtracks - this one of the most original ones.

Lost Highway is one of the best movies ever, in my opinion.

One thing that makes it very special is that the movie and its soundtrack are completely amalgamated. There's music throughout most of the movie and it plays a significant part in every scene. Most notable is the beautiful desert scene, accompanied by "Song to the siren" by This Mortal Coil. This song is, for some strange reason, not included in this soundtrack album.

Note that most of the music is composed by Angelo Badalamenti and David Lynch himself.