Halo CE Co-op - Quite literally played through the first 1-5 maps 100's of times with a buddy.. we used to play on Legendary, start from the beginning.. and go as long as we could with ZERO deaths.. if either of us died, we re-started the entire campaign. We had so much fun doing that.. my buddy SUCKED too, which made it so much harder.
Got to the point where most of the time we could get to Assault on the Control room.. and ONCE we beat it, and then fairly easily got all the way to The Maw.. which was next to impossible to beat on Co-op Legendary.
Fallout 3 - I'm on my 4th or 5th playthrough right now.. absolutely love this game.
Fallout NV - Just finished my 4th or 5th playthrough.. also love this game, aside from some of the absolutely turrible DLC. I don't always finish the Fallout games but I consider throwing 50-100 hours at a character a more "complete" experience than "beating the last level" of most games.
Rainbow Six Vegas / Vegas 2 - Played a ton of these in co-op.. as well as beat them in SP at least twice on the highest difficulty. Love these games.. love being able to tackle levels/areas with different tactics, sending my squad or co-op partner to different doors, using stealth or going all out, etc.
I think that's about it for modern games.. certainly beat old Mario games and things like that a ton of times as a kid too, but that was a different era.. my parents would only buy me like 1 game a year so I'd play the crap out of the ones I bought.
Only one worth mentioning is the original Metroid. A buddy of mine and I had numerous 16 digit "codes" memorized where we could start the game at different levels we played it so much.
