Any piece of audio reproduction that travels beyond your domain of "personal/home use" (an mp3 containing copyrighted material you upload from your computer to wherever it ends up is an example) without the owner's/publisher's approval is technically illegal.
Some places like Amazon get "no trouble" from posting samplings either by getting publisher's consent or posting cut, lower-quality samples that are explicitly stated to be for "sampling" or "editorial" purposes (as what gaming sites may call it) that would be outlined in their online usage policy/disclaimer. And as you've seen, publishers and artists allow such to take place (probably cuz it's free publicity for them).
I don't know if there is a legal definition of a "sample".
As for audio taken from a gaming product, the publisher/developer/intellectual property owner still has ownership of those audio samples, and the same ideas mentioned above apply, despite the absence of a soundtrack since a commercially released game (everything part of it and in it) IS copyrighted and/or trademarked. You can find statements in game credits/manuals that say things like "all artwork, audio, names, characters, story, and program code are property of 'such and such'".