This is news to me! Sega has a very small, but pretty sweet collection of albums to download at the iTunes Music Store. I stumbled upon it while paroosing the Sega of Japan website, specifically the Let's Tap page. Currently, Sega is offering a four track sampler Let's Tap album for $3.96. You can also purchase the tracks individually at 99 cents each. You can check out samples and purchase it here. Also available are four Shining Force albums from the Playstation 2-era.
Now Sega just needs to offer Night of the Werehog on the iTunes movie store and they'll have every corner covered.