Sound Test is a feature in Shovel Knight. This menu accessible from the main screen collects all music played in each campaign, similarly to the Bard and Oolong. Each campaign completed once unlocks the music it features. This mode was added in version 3.0 of the game along with Specter of Torment.
Each track with the exception of the cameo boss ones can also be found in the three official soundtrack albums: Shovel Knight Original Soundtrack, Shovel Knight: Plague of Shadows Original Soundtrack and Shovel Knight: Specter of Torment Original Soundtrack.