Only games I have either played or know well. They (the songs) are not in any particular order.
Touhou 3: Phantasmagoria of Dim. Dream 1. Visionary Game ~ Dream War 2. Dimensional Dream 3. Maniacal Princess
Touhou 5: Mystic Square 1. The Grimoire of Alice 2. Plastic Mind 3. The Last Judgement
Touhou 6: Embodiment of Scarlet Devil 1. Voile, the Magic Library 2. The Maid and the Pocket Watch of Blood 3. Lunar Clock ~ Luna Dial
Touhou 7: Perfect Cherry Blossom 1. Diao ye zong 2. Mystic Oriental Dream ~ Ancient Temple 3. Hiroari Shoots a Strange Bird ~ Till When?
Touhou 7.5: Immaterial and Missing Power 1. Onigashima in the Fairyland ~ Missing Power 2. Voile Magic Library 3. Lunar Clock ~ Luna Dial
Touhou 8: Imperishable Night 1. Song of the Night Sparrow ~ Night Bird 2. Love-Coloured Master Spark 3. Reach for the Moon, Immortal Smoke
Touhou 9: Phantasmagoria of Flower View 1. Touhou Judgement in the Sixtieth Year ~ Fate of Sixty Years 2. Leave Flowers in Fantasy 3. Mound of Life
Touhou 10: Mountain of Faith 1. Sealed Gods 2. The Gensokyo the Gods Loved 3. Faith is for the Transient People
Touhou 10.5: Scarlet Weather Rhapsody 1. The Doll Maker of Bucuresti 2. Drunk as I Like 3. Catastrophe in Bhava-agra ~ Wonderful Heaven
Touhou 11: Subterranean Animism 1. Awakening of the Earth Spirits 2. The Bridge People no Longer Cross 3. The Earth Spirits' Homecoming
Touhou 12: Undefined Fantastic Object 1. A Tiny, Tiny, Clever Commander 2. The Sealed Cloud Route 3. Fires of Hokkai
Touhou 12.3: Hisoutensoku 1. Did You See That Shadow? 2. The Scenery of Living Dolls 3. The Floating Objects in the Sky X
Touhou 13: Ten Desires 1. Futatsuiwa from Sado 2. Shoutoku Legend ~ True Administrator 3. Desire Drive
I love lots more Touhou themes, these are just some of them. Enjoy!