Alien was the first, in what now looks like to be a long series of movies. It is also by far the best because it relied on subtlety instead of gore to create tension. The music is much in the same vein -- low, quiet strings that can set you on edge. In fact most of the music is very discordant and difficult to listen to. So why bother using it for roleplaying? Because this is great music to put the players on edge. Most of the music is low and quiet making it great for using in the background. So next time the characters are trudging through a deserted space station, pull out the CD for Alien and make sure they feel like they're being followed.
You can use this music in either a Science Fiction or Fantasy setting, I don't think it lends itself to one more than the other. You can also use the music for prepared descriptions or events, but as I said before I think it works best in the background.