Not sure if wanna list all of em, kinda time consuming and instead I'd place the times ive played. lol. Almost 90% of the games i own been at least finished and replayed twice. Except for a few old PC games which is recent and exceptionally standout IMO:

RA = 3 times ?
RA 2 = lost count
Diablo 2 LOD = lost count
Max Payne = 20 times + (Matrix bullet time ftw + john woo style combat !!)
Max Payne 2 = 5 times +
Freedom Fighters = 20 times +
GTA III = 5 times
GTA VC = 3 times
GTA IV = 3 times
Borderlands = more than 10 times including 2nd run (SP and LAN)

A few games i can't complete em either stuck with extreme difficulty (can't remember which).
Games finished on consoles ? SNES, PS, and PS2 ? madness with list goes on

anyway, back to topic. Some games not able to finish due to the simulation nature like sims city (never fully occupy the maps) or some other non-violence sim.