Each score has a majestic subtlety that echoes the themes and and emotions of the film. The melodies also transcend the films themselves (but never overwhelm them) and work as great music in their own right.
Late last year they released an album compiling tracks from these soundtracks and other projects. It is called called White Lunar
Nick Cave is a patron of the Duke of York's cinema and he recently gave an insightful Q+A session (with The Road director John Hillcoat, also a DoY patron). He talked about he could never score a major Hollywood production, such as '10 seconds of tension music for a Batman film', but he prefers to work more organically and independently from the film production itself and let the musical ideas flow more directly from the themes and style of the narrative. This technique is clearly working, hopefully they will have more film projects for them to work on in the future.
This is from The Assassination of Jesse James by the Coward Robert Ford soundtrack. 'A Song for Jesse'.