Super Nintendo Entertainment System
Super Star Wars
Super Empire Strikes Back
Super Return of the Jedi
Megaman X
Megaman X2
Megaman X3
Super Mario World
Super Mario All Stars
Super Mario Kart
Super CastleVania IV
Legend of Zelda III: a Link to the Past
Ms. Pac-Man
the Lord of the Rings, vol.1
Donkey Kong Country
Rockman & Forte (Japanese)

Sony Playstation Computer Entertainment System
CastleVania Symphony of the Night
Megaman 8: Collector's Edition
Final Fantasy 4 (Japanese) \
Final Fantasy 5 (Japanese) > All from the limited edition "FF Collection"
Final Fantasy 6 (Japanese) /
Final Fantasy 7 (Japanese)
Final Fantasy 8 (Japanese)
Lunar Silver Star Story Complete
Rockman Complete Works (Japanese)
Rockman 2 Complete Works (Japanese)
Vagrant Story (Japanese)
Dew Prism (a.k.a. Threads of Fate) (Japanese)

Nintendo Game Boy
Megaman (Dr. Wily's Revenge)
Megaman II
Final Fantasy Legend
Donkey Kong Land
Tetris
Star Wars
Legend of Zelda: Link's Awakening

Nintendo 64
the Legend of Zelda: the Ocarina of Time

Computer Games
MechWarrior 2
MechWarrior 2: Ghost Bear's Legacy
Betrayal at Krondor
Fantasy Empires
Castles
Monty Python's Flying Circus
Eye of the Beholder II

I also have a Sony PocketStation, but that doesn't exactly have games you can buy for it.
Of course, there are more in the house (Megaman X4, Myst, Riven, etc...), but they belong to my wife and stepchildren.