Making Losers Happy (rel. 1992). This fantastic compilation collects a number of tracks from bands on the NZ label Xpressway between 1988 and 1991, including The Dead C, The Terminals, and Alastair Galbraith.
Mali To Memphis (rel. 1999). This compilation mixes blues tracks and afropop/afrobeat tracks to draw parallels between them with various degrees of success.
Manifest Destiny (rel. 2007). This is an excellent compilation of metal including Earthless, High On Fire, and Sleep. No idea where it came from or why.
Merge Records 2011 Sampler. I think this was a freebie on Amazon, maybe? Great collection, either way. Times New Viking, David Kilgour, Mountain Goats, East River Pipe, among many others.
Metal Swim (2010). This one is another free [adult swim] collection, and it's phenomenal. Lots of my favorites here: Torche, Isis, Jesu, Boris, Pelican.
A Misra Sampler (2006). Collects a bunch of tracks from the late, lamented label. Most notably Centro-Matic (and spinoffs South San Gabriel) and Phosphorescent.
MOJO Presents: I have a bunch of free discs from MOJO magazine, all of which are worthwhile. Instead of going through them all separately, I'm just going to list them.
- Maximum '65 (2000).
- Trojan Explosion (2002).
- The Roots of Hip-Hop (2003).
- Up Yours! Punk's Not Dead! (2003).
- Cash Covered (2004).
- Blue Christmas (2005).
- The Who Covered (2006).
- The Who Jukebox (2006).
- Sub Pop 300! (2008).
- Heavy Soul (2010).
- Festive Fifteen (2010).
- A Monstrous Psychedelic Bubble Exploding In Your Mind (2010).
- 1-2-3-4! (2011).
- Roots of Nirvana (2011).
- The Route To Quadrophenia (2011).
- Sticky Soul Fingers (2011).
- Sub Pop Jubilee (2013).
- Heavy Nuggets III (2014).
- Brain Damage (2014).
- Death Disco (2014).
- Jack White Presents The Best of Third Man Records (2014).
Monster Rock & Roll Show (rel. 1990). This one has a bunch of 50s and 60s garage/horror-rock and horror movie soundtracks, and it totally worth owning around Halloween.
Music! 100 Years of the Berlin Phonogramm-Archiv (rel. 2001). A century of field recordings! Some are interesting and some less so, but still a fascinating document.
New Coat Of Paint: Songs of Tom Waits (2000). Decent tribute album. The highlights are Screamin' Jay Hawkins doing "Whistling Past The Graveyard," which sounds like one of his songs, anyway, and Dexter Romweber's "Romeo Is Bleeding."
New Orleans Funk (rel. 2000). Groovy comp from Soul Jazz Records with the Meters, Lee Dorsey, Professor Longhair, Ernie K-Doe: the guys you'd expect, basically. But the selection is top-notch.
No New York (1978). This is the famous compilation of avant-skronk downtown bands from 1978 with one foot in the punk scene and one in the minimalist-compositional scene. The bands are the Contortions, Teenage Jesus and the Jerks, Mars, and DNA.
No Thanks! The 70s Punk Rebellion (rel. 2003). This is the companion volume to Left Of The Dial, an amazingly well-curated collection from Rhino of great punk albums. Wikipedia says that the Sex Pistols are a notable exclusion at their own request.
Nuggets: Original Artyfacts of the First Psychedelic Era (1964-68). This collection of garage singles, lovingly curated by Jac Holzman and Lenny Kaye, was originally released as a double-album in 1972 and only later expanded to its current state as a four-disc collection. And holy damn, it is truly fantastic, even all of this time later. All of punk started here. I've owned this album for more than 15 years and still find plenty of mind-blowing creativity within.
Nuggets II: Original Artyfacts from the British Empire and Beyond, 1964–1969. This collection, released in 2001, pulls garage music from the UK, Europe, Japan, and South America, and it is a little more haphazard than the original Nuggets, but there is still lots of interesting music within.