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I had three in mind, but I can only remember two now:

Dark Sun -- absolutely full of jazzy tunes
Temple of Elemental Evil -- has a few modern-jazz type tunes (reminds me of dentist appointment room music)
I forgot what the third one was, damn it. It might come to me later.

Are there any others that can be listed here?
The utterly forgettable CRPG "Another War" (basically Diablo in WWII) comes to mind here.
I'm not always sure what are all the music that is considered jazz (I sometimes consider it "anti-music"), but maybe Mortville Manor?

http://www.youtube.com/watch?v=Kc8H1hiZHjw#t=48

EDIT: Dang, RPGs? I missed that, so Mortville Manor doesn't count (I think it was an adventure game).
Post edited February 26, 2014 by timppu
Knight of the Old Republic had some jazzy tunes for the cantina music.