World of Game Mids - If you're looking for PC game midis, you're at right place
Videogame Music Archive - Source of many many videogame midis, unfortunately they removed the PC section, so you'll find there only arranged Midis from other systems.
Laura's MIDI heaven - Another site with plenty of Midis (not only game!), and what's important, they have also cute and nice PC section! :)

Some more thoughts

Let's have a look at PC, most common machine of nowadays, but let's look at it in the times of late 80s and sooner 90s. It doesn't have sense to mention PC game music before this time, because it produced only "beeping" caused by PC speaker then. But comparing to beeping of ZX Spectrum e.g., beeping on PC was the way worse. :) Maybe because authors of PC games didn't have the sense for making "maximum from minimum", maybe because sooner PCs have been just unfortunate on good beeping musicians :) Anyway, let's skip this beeping time on PC and let's look at the times when first "real" music started to be created on this compy. It happened by incoming of first AdLib sound cards, which had music chipset based on synthesised sounds of OPL-2 synthesizer. As the time came, Creative Labs used this AdLib chipset in first version of their SoudBlaster cards, and music started to make big progress with incoming of General MIDI format. I won't bother you with long evolution of midi music, important is, that game music on PC was, in most cases, in midi format. Although it could use any other format, includint Amiga's MODs (and it also was used in some games), MIDIs were the PC style. Why? Maybe because most of the PC games came from USA (comparing the Amiga, which was 'european' platform, or consoles which lived in japanese world), and in USA was midi always very popular. MIDI tunes (or tunes with MID extension), have some pros and contras comparing to mods or other formats. Real advantage is, that the quality of sound output raises with quality of your soundcard, because midi doesn't save sample data. It saves only pure music data (that's why it's also smaller than mod), and the music samples needs to be in the soundcard itself. Midis are also relatively easy to made, you just can plug the real synthesiser and go on, big advantages is also their small size. But MIDIs have also disadvantages. Because of many MIDI formats (General MIDI, General Sound, XG, AWE), it may happen that one midi tune can sound on the soundcard totally crappy, because it hasn't mapped the right samples for corrsponding soundcard. Total tragedy is, when really good XG cards like Yamaha DB50XG can play normal General MIDI files only under some emulations, which really isn't very cool. Also in music alone have the MIDIs serious lags. If you listen to 10000+ mids on the same soundcard, you can be bored from the same samples and ideas, and you found that MODs, although they don't sound so nice often, have cool sampled data and you cannot expect what surprise awaits you in the next one... I, personally, like Mods more than Mids, but maybe it's because I've grown on Amiga and mods.

Anyway, doesn't matter on the format, everytime does matter on the quality of the musicians. And also on PC have been great music masters, which released awesome MIDI tunes on it. Although the PC tunes haven't reach my heart as it was on Amiga or C64, you can find plenty of great "hellish" tunes in games like Doom 1 and 2 made by Robert Prince, one of very productive PC midi musicians. Technoid freaks could enjoy Descent 1 and 2, and especially adventures from LucasArts (Monkey Island 1-2, Indiana Jones and the Fate of Atlantis) and Sierra (Quest For Glory, Space Quests) have very much of great "adventurous" feeling. Surprising on all these games was that one game often has 30 or 40 tunes, one completely another than else! And that wasn't in these times so usual, in that time was normal one or two tunes played usually during all the game. So it is in Dune 2, Sim City 2000 or Al Quadim. And absolute great medieval symphony is in Warcraft 2. These tunes really rock, but tunes from Warcraft 1 are not far away behind them! What? I forgot to mention great tunes from Heretic and Hexen? Oh... Yes, I should name plenty and plenty of PC tunes, but maybe you can look at World of Game MIDs, and check some for yourself. Only one think that I wanted to say, is the last thing. Yes, last "big" game released on PC with clean MIDI music was Final Fantasy VII and Final Fantasy VIII. Sure keep in mind these midis, because they're one of the best midis made for PC.

Players and other useful links

Game Mids FAQ - Answered many questions about game mids, which player to use, what are they about etc.
Powertabs - Program that can play midis in tab format (guitar transcript) - just download the program and people can import midis in and play thier favorite tunes on guitar (thanks to Tyron for info)