Just before the release of #Lemmings 2: The Tribes in 1993 the small critters got their own album with accompanying music video.
It's so quintessential early 90s that it can only be described as perfect: https://youtube.com/watch?v=4n4pk9uWfiU
One interesting tidbit: the last track of the album has a robotic voice explaining how to complete one of The Tribes levels. Which level it's talking about is reportedly different on each release format (cassette, vinyl, CD) but I only found a single rip of it so far.