Rocks'n'Diamonds

.ogg - smaller file sizes than .mp3 or .wav, not module-based
.s3m - module-based
.gdm - module-based. This format don't seem to be common, so here's an example song

.mptm and .it are supported just fine, but some of the more detailed samples can sound all jittery and strange.

Well, egh, I will just say that .s3m music is already supported. And if you don't believe me, download Supaplex collection yourself and try any of "Supeplex leve collection X" and you'll hear the Supaplex theme. Check the files in "mus_supaplex_alternative", there's the .s3m file playing in the game just as intended. Some versions of R'n'D even supported this track in the original Supaplex level set (in version 3.2.6.0, for example).
About OGG: this one should be actually supported now, but for me, for some reason, game can't read "libvorbisfile-3.dll" because the required module is missing so for me R'n'D can't play OGG music for some reason even after Holger actually made the game support it.
The GDM one could be also an interesting idea, even though this one might be more complicated one due the instruments supported for this format, not really sure about that

Oh, that might have just been an issue with the specific song I tried to put in, then.
(I can't seem to edit old posts anymore.)
On another note, it seems that RnD does not respect the "jump to position" command (Bxx) in xm songs. Some songs aren't supposed to loop back to the first pattern after finishing, but since Bxx is ignored they all loop the same.