I've got pretty far in Diablo 2 about 10 times but I've never finished it. Something always happens to stop me. My friend and me are playing through it LAN when we catch up though so I'm confident I'll eventually get to the end.
I do this at times... I have never finished the game.
Final Fantasy IV-VIII love them all. These three Final Fantasy games just draw me in (probably because of nolstagia).
I also love the atmosphere of FFVI.
Breath of Fire IVMy most favourite RPG game. This just has something about it that draws you in.
I've played it about 10 times already, and I am still not bored. I suppose this is my equivalent to Tau's FFVII obsession

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F.E.A.R. and F.E.A.R. Extraction PointThis is my favourite first person shooter, as it has the SlowMo ability and is also a scary game (well, not really. I wasn't THAT scared).
I mainly play this again to look for any scary moments I missed out on (and easter eggs ^.^).
Return to Castle WolfenstienI love killing the enemies in different ways, as for some reason, the enemies are really fun to kill, and I am somehow satisfied when I kill them.