Got the idea for this from someone on my friends list here. Now most of these are from memory and there is no way I will be able to remember or even have the time to add them all at once.

Edit: OK I have added the first batch. The lists that are complete are Xbox 360 and PS3 since all I have to do is go through my collections for each. The rest I will probably never all of them but it will be fun trying.
PS.The Gamecube collection I think is also complete.
PPS. And PSP.....maybe

NES
Duck Tales (2 times at least), Blades of Steel

Sega Mega Drive

Game Boy

Game Boy Advance
Tekken Advance,

Dreamcast

PSP
Metal Gear Acid, Metal Gear Acid 2, Syphon Filter Dark Mirror, GTA Liberty City Stories, Killzone Liberation, Tony Hawks Underground 2, NFS Underground Rivals, Daxter, Burnout Legends, X-Men Legends 2

Playstation
Metal Gear Solid (22 times roughly, I lost count around number 1, Vigilante 8, Syphon Filter, Final Fantasy 8, WWF Smackdown,

Playstation 2
Psi Ops, Metal Gear Solid Snake Eater (2 times), Shadow of the Colossus, Street Hoops, Devil May Cry 3 (2 times), Onimusha 3, Onimusha 2, Onimusha 1, Killzone,

Playstation 3
Resistance Fall of Man, Guitar Hero 3, Unreal 3, Uncharted (2 times), Ratchet and Clank Future, Heavenly Sword, Rachet and Clank Quest for Booty, Metal Gear Solid 4, Guitar Hero Aerosmith

Xbox 360
Brothers in Arms Hell's Highway, Halo 3 (4 times at least), Call of Duty 4 (2 times), Assassins Creed, Perfect Dark Zero, Devil May Cry 4, Lost Planet, Gears of War (4 complete play throughs at least), Bioshock, Spider-Man 3, Saints Row, Crackdown, Need for Speed Most Wanted (2 times), Dead or Alive 4, Fight Night Round 3, GRAW1 (2 times), GRAW2 (2 times), Turok (2 times), Just Cause, Oblivion, Marvel Ultimate Alliance, Splinter Cell Double Agent (2 times), Orange Box (all games once I think), Tomb Raider Legends, Tomb Raider Anniversary, FEAR (3 times), Dark Sector, Timeshift (2 times), Condemed (3 times), NBA Street Homecourt, Dead Rising (2 times), Army of Two (2 times), Call of Duty 2 (2 times), Call of Duty 3 (2 times), The Darkness (2 times), Rockstar Table Tennis, Strangle Hold, King Kong, Burnout Paradise, GTA 4, Guitar Hero 2, Star Wars Force Unleashed, The Godfather, Rockband

Xbox
Halo (3 times), Halo 2 (4 times), Black (2 times), Ninja Gaiden, GTA San Andres, Unreal 2, Munch's Oddesy, Jade Empire, Mercenaries, Splinter Cell Chaos Theory, Prince of Persia 3 (2 times)

Gamecube
Prince of Persia Sands of Time, Prince of Persia 2, Eternal Darkness, Mario Sunshine, Resident Evil 4 (2 times), Spider-Man 2, Metroid Prime, Metal Gear Solid The Twin Snakes (2 times), True Crime Streets of LA, SSX 3, Resident Evil, Resident Evil 0, Zelda Wind Waker

PC
Crysis, World of Warcraft (if getting at least 1 level 70 counts), Jedi Knight 2 Jedi Outcast (2 times), Gears of War, Command and Conquer Generals, KOTOR (2 times), Halo