Diablo 2 in 2-player coop. We bought the game on release day at 9 and only allowed some hours of sleep and a shower in the morning. Took us 2 days, including hitting a bug that made it impossible to finish Act 2. Strangely, I never finished any of the higher difficulties and never got beyond level 60, although I still play it every now and then.
The game server was so taxing to my machine I had to open it and put a big fan beside it. I don't want to know how much damage I did to the hardware on that weekend.
Others:
Unreal - Return to Na Pali
many small shooters
All the new Sam & Max games (easy)
Beyond Good & Evil