The game's soundtrack has a selection of songs that play in either the menus, in game, or in the replays. Curiously, there is no way to change the soundtrack in game (whether that be choosing which songs play where, or which songs even play in the game at all) but there is a way if you modify one simple file in the game directory.

1. Go to the directory where the music files are (ex. D:\Steam\steamapps\common\Nail'd\Haste\data\Music)


2. Find and rename "soundtrack.scr" to "soundtrack.txt"


3. Notice how each track has three numbers that are either "0" or "1" (ex. ,0,1,1), this represents which mode in the game they will play in (menu, gameplay, replay respectively)

4. Change each of these to either 0 or 1 as you see fit.


4.5. Curiously, there are a few tracks in this folder that aren't accounted for in the soundtrack file. These are "Damaged," "Attack Position," and "Fear Driver." You can have these playing in game by adding them to the soundtrack file - an even easier way would be to simply copy/pasting one of the existing "nail'd OST" tracks in the soundtrack file, and change the title of the song itself.
For example: Track("nail'd","Damaged","O.S.T",0,1,0).
5. Save changes and rename "soundtrack.txt" back to "soundtrack.scr"

By request, the custom Soundtrack file I created can be downloaded HERE: https://drive.google.com/file/d/1EX12noI3J8t28z-EjAf-Ly27a28NANer/view?usp=sharing
This adds the three missing tracks to the game already present in the files, plus cleans up some of the formatting of the titles and moves some tracks to better suit where they might fit (moving some songs to menu or race only). This is all personal preference and can be modified as you wish. Simply overwrite the existing soundtrack.scr with this one.

CUSTOM TRACKS

I had previously noted that using this soundtrack.scr file, it may be possible to add custom songs to the game as long as they are in this folder in the .ogg format. Some commenters (shout out Holzkohlen) have confirmed that this is possible, and I can now myself verify it can be done. Here's how.

1. Find what ever song/songs you want to use. Format doesn't matter but we will converting them to .ogg to work within the game.
For this example, I used the song "Freya" by the band The Sword. Kick-ass track.
2. Convert to .ogg format. How you do this is up to you - I went with doing this online via https://www.freeconvert.com/mp3-to-ogg/download
3. Take the converted file and put in the Nail'd\Haste\data\Music folder with the other files. Note what you call the file - this is important.



4. Change the filename of soundtrack.scr to soundtrack.txt and edit accordingly.
Remember how I said the filename is important? The soundtrack file actually tells us what the order looks like:
Track(Band, Track, Album, PlayInMenu, PlayInRace, PlayInReplay), with those last three either being 0 (off) or 1 (on) values.
The "Band" and "Album" titles you'll just have to know, but the "Track" should match the file name otherwise it may not play.
5. Save your changes and rename the extension back to .scr.
The song should eventually show up in game. The songs don't appear to play in any set order so it will just show up eventually.