EDIT: Updated my list to include more apps. 360:
Battlefield 2 Modern Combat
Battlestations Midway
Bioshock
Burnout Paradise
Burnout Revenge
Call of Duty 2 Game of the Year
Call of Duty 4 Modern Warfare
Command & Conquer 3
Command & Conquer - Red Alert 3
Condemned - Criminal Origins
Condemned 2
Dead Rising
Eternal Sonata
Fable 2
Fallout 3
Final Fantasy XI 2007 Edition
Final Fantasy XI Wings of the Goddess
Grand Theft Auto 4
Kameo - Elements of Power
Lips
Mass Effect
Prey
Shadowrun
The Elder Scrolls IV Oblivion
The Orange Box
The Simpsons
Too Human
Two Worlds
Viva Pinata
Viva Pinata - Trouble in Paradise
Xbox:
Baldur´s Gate Dark Alliance 2
Brotherhood of Steel
Dead or Alive 3
Deus Ex Invisible War
Doom 3
Dungeons & Dragons Heroes
Evil Dead Regeneration
Galleon
Halo 2
Halo 2 Map Pack
Jade Empire
James Bond Everything or Nothing
Oddworld Strangers Wrath
Painkiller Hellwars
Rainbow Six 3
Rallisport Challenge 2
Shattered Union
Sid Meiers PIRATES!
Splinter Cell Pandora Tomorrow
The Chronicles of Riddick Escape from Butchers Bay
The Elder Scrolls 3 Morrowind Game of the Year
Worms 3d
PS2:
Baldur´s Gate Dark Alliance
Blood Omen 2
Burnout 3 Takedown
Champions of Norrath
Dead or Alive 2
Evil Dead: A fistfull of Boomstick
Eternal Ring
Final Fantasy X
Forgotten Realms Demon Stone
God of War
Half Life
ICO
Legacy of Kain: Defiance
Resident Evil 4
Singstar
Singstar 80´s
Singstar 90´s
Singstar Legends
Soul Reaver 2
Summoner
The X-Files Resist or Serve
Unreal Tournament
Wild Arms 3
XIII
PS1: These games are spread for all winds, I´ll list those I still have
Breath of Fire 3
Final Fantasy 7
Final Fantasy 8
Final Fantasy 9
Tony Hawk Pro Skater 2
Doh! I Had a bag of ps1 games.... better start tracking them down I guess..
PC: I´ll list the ones I consider my collection
Age of Wonders
Age of Wonders 2
Baldur´s Gate
Baldur´s Gate Tales of the Swordcoast
Baldur´s Gate 2 Shadows of Amn
Baldur´s Gate 2 Throne of Bhaal
Command & Conquer: Red Alert
Command & Conquer: Red Alert 2
Diablo 2
Diablo 2 Lord of Destruction
Evil Dead: Hail to the King
Fallout A Post Nuclear Role-Playing Game
Fallout 2
Heroes of Might & Magic 3 Restoration of Erathia
Heroes of Might & Magic 3 Armageddons Blade
Heroes of Might & Magic 3 Shadow of Death
Heroes of Might & Magic 4
Heroes of Might & Magic 4 The Gathering Storm
Heroes of Might & Magic 4 Wings of War
Icewind Dale
Icewind Dale Heart of WInter
Icewind Dale 2
Kings Quest Collection (1-7)
Lands of Lore 2 Guardians of Destiny
Might & Magic 6 The Mandate of Heaven
Might & Magic 7 For Blood & Honor
Might & Magic 8 Day of the Destroyer
Nox
Pool of Radiance Ruins of Myth Drannor
Starcraft
Starcraft: Broodwars
Temple of Elemental Evil
NintendoDS:
Anno 1701
Final Fantasy IV
Mario Kart DS
Metroid Prime: Hunters
Myst
New Super Mario Bros.
Orcs & Elves
Resident Evil Deadly Silence
Star Fox Command
The Legend of Zelda Phantom Hourglass
Super Mario 64 DS
I have a lot more stashed around, but this is what I consider my collection.