Yes. I picked up Dark Souls on Steam, only to be met with DRM that demanded I acquire accounts on multiple Microsoft websites or I wouldn't be allowed to save. I could never figure out how to get it to work.
When I first got BioShock and Painkiller, they wouldn't start up.
F.E.A.R. also freezes up when I get to this section with a bunch of ninja-like enemies. I've tried going all the way down to minimal settings and nothing works. I haven't got the foggiest idea why this keeps happening.
I remember a long time ago, I'd try to play Frogger 2: Swampy's Revenge, but it would always do this weird minimizing-crash thingy in the third level (counting the tutorial) where the game would minimize itself, the music would keep playing, and I'd be completely unable to pull it back up again.
I tried to play Loadout and when the actual game part is reduced to a jet-black screen with teensy little "windows" of something. As a matter of fact, Dark Souls greeted me to a completely jet-black screen when the actual gameplay started.
Star Wars: Battlefront would always freeze up whenever I got to the class-selection screen and Star Wars: Knights of the Old Republic would do a minimizing-crash thing similar to Frogger 2: Swampy's Revenge when I got to an escape pod and it showed a cutscene of my character sleeping restlessly.
Assassins Creed and Tomb Raider (reboot) are both lagging to an insane degree. Especially Tomb Raider.
And while it doesn't keep me from playing the game exactly, Serious Sam 3: BFE has been doing this weird thing where, at random and completely unpredictable points, it will freeze up... sort of. All visuals screech to a halt as it seems to rapidly flash between the last two frames while the game keeps going. I hit W, S, A, and D, and I can hear footsteps. I press "Escape" and I can hear the pause music. I click and there's a gunshot (or other type of attack). But if I minimize the game with Alt+Tab and pull it back up again, it'll go back to normal... for a while. But first, it'll run really choppily for about a minute as the framerate gradually climbs to a steady level. On some levels, this never happens (thankfully, The Guardian of Time is safe!) but on others, it can get pretty bothersome. Especially Broken Wings. Without fail, as soon as the call at the start of the level ends, it will always, without exception, do that weird flashy-freeze thing. That's gotta be the worst of it, though. It "flash-freezes" the most on that third level in the game. It doesn't ever seem to do this in Survival Mode, but it does still happen in multiplayer. Or at least Co-op.