Without much thought I can say
KotoR
TES: Morrowind
Thief 1-3
System Shock 2
Eternal Darkness: Sanity's Requiem (Any opinions on this game, I've only seen a few reviews, but it looks awesome)
Tales of Symphonia for the Wii
Metroid Prime 3
LoZ: OOT (I have no idea how I haven't fully played through this one yet, although I have done every dungeon, just not on the same file)
And I'm sure there's more.