Since bought the BSG Season 1 soundtrack back in say, 2005 or so, I'll occasionally start my RPG sessions like the opening sequence to the show. It's a three-step method.
Step One: I'd say, "Previously, on The War for the City of Peace Campaign..."
And then every player would give a one-liner describing what had happened in the previous session while listening to the prologue...
Step Two: I'd then give a brief recap of the last session while we all listened to the Main Title [US Version]...
Step Three: And then I might start the session in media res, with "Helo Chase" and "The Olympic Carrier..."
Do you know why this works?
First, all four of these song are in order on the soundtrack itself. You don't have to switch between songs. (Which was great back in the day when I didn't have an mp3 player).
Second, it gets the players involved right from the beginning. You, as DM, don't have to start the session with a lengthy exposition. You have about a minute to get done what you need to say, and then...
Thirdly, ...you get to the action.
This soundtrack works best for games that feature an over-arching plot with lots of drama. It doesn't quite work with sandbox campaigns with lots of dungeon and wilderness exploration, though there are a few combat tracks you can use.
Some might not want to mix a science fiction soundtrack with fantasy. But I've done it, and it works. Besides, playing music from Lord of the Rings over and over again gets dull.
Try this method, let me know how it works.