I'm not going to count Pokedex completion as the requirement of finishing the Pokemon games.
Off the top of my head...
GBC
Pokemon Yellow
Kirby Tilt 'n Tumble
That one Hamtaro game...
Pokemon Crystal
The Legend of Zelda: Oracle of Ages
Lufia: the Legend Returns
(Everything else I own, I think? :V)
GBA
Pokemon Sapphire
Golden Sun
Kirby and the Amazing Mirror (I literally have *one* chest and I'm 100% complete... but no, the CPU Kirbys have to wander off every time I try to move the big block to get to said chest. -_-)
Dungeons and Dragons: Eye of the Beholder
(And any other game I own for the system that's not Kirby Nightmare in Dreamland or Leaf Green... :V)
Gamecube
Tales of Symphonia
Harvest Moon: A Wonderful Life
Harvest Moon: Magical Melody
Pokemon XD
Pokemon Colloseum
(...and yet again, everything else I own for the system. :V)
NDS
Pokemon Pearl (Though, I have absolutely no idea where the cartridge ran off to.)
Harvest Moon DS (This one is MIA...)
Pokemon White 2
Pokemon Platinum
Kingdom Hearts 358/2 Days
(...and yet again pretty much everything else I own for the system.
)
3DS
Fire Emblem: Awakening (Doesn't help that I accidentally overwrote my save this past weekend...
)
Shin Megami Tensei IV
Etrian Odyssey IV
Etrian Odyssey Untold
Harvest Moon 3D: A Tale of Two Towns
Sakura Samurai
Pokemon Dream Radar
and I never will be able to even start it because it crashes due to my broken 3DS camera
PS2 (Any progress I had was lost with the stolen PS2...
)
Final Fantasy X
Final Fantasy X-2
Final Fantasy whatever number it was again (XD)
Suidoken Tactics (Wasn't this one of the games that was stolen along with the PS2?
)
Kingdom Hearts
Kingdom Hearts II
Phantom Brave
Dynasty Warriors 7 (This one was definitely stolen along with the PS2, since it was in the disk tray at the time... so guess there's no finishing this one anytime soon. :V)
Shadow Hearts (I think it was the sequel?
)
.hack//Infection
.hack (Part 3, I think? :V)
Xenosaga Episode I
Xenosaga Episode II
Atelier Iris: Eternal Mana (If I'm remembering the title right. :V)
Tales of the Abyss
(...and this list goes on and on and on, because we have at least 40 PS2 games and I think the only ones I beat were Gauntlet Dark Legacy, Champions of Norrath and Baulders Gate: Dark Alliance II... in multiplayer mode with my dad and/or brother. :V)
PC (Excluding MMOs, since those usually have no end.
)
Diablo II
Diablo III
Neverwinter Nights
Neverwinter Nights II
Dragon Age Origins
Dragon Age II
Icewind Dale
Icewind Dale II
Dragonshard (I can't beat that 3rd stage. >_>)
(...and whatever else I'm forgetting about.)
.
