I agree that music can have a very big impact on a show/movie and the emotion of a scene within it. We are re-watching the Game of Thrones series at the moment and it does a very good job with that. I'd say that the music during the intro is one of the best opening scores of any series. At least any that I have experienced or can remember. It really sets the tone and is very memorable in that it stays with you long after you've watched it.
Oh, the music from Game of Thrones is so powerful, indeed. Many of my students wanted to play that opening, but it doesn't really sound the same on the piano. There are arrangements that are great, but then one has to be a good pianist :D