You can download the soundtrack here.
Some other GF site (Grim Fandango Central, perhaps?) used to have a jukebox with some catchy midi tunes.
Also, years ago when I was searching for GF music I found a song that some bad had done to honour GF. The lyrics included some of the poetry in the game, but most of it was original. I've lost the link and the file, so I'm kinda hoping that someone knows if it's still around.