L yeah, all the time -- I have many Tangerine Dream, Vangelis, and Rick Wakeman soundtracks that I've never seen the movie to, in addition to a couple that I received long before I saw the movie.
Of course, it sucks when you read the tracklisting, which sometimes include spoilers. So don't read the tracklisting!
E.G. (these are not real titles) "Bad Guy Gets Arrested", "Bad Guy Escapes from Jail" and "Bad Guy's Death", that kind of thing.