Fire Emblem: Awakening is one for me. I couldn't put the damn thing down, and I ended up beating it over 6 times (with 50+ hours each) in the course of just a few months. I LOVE that game, and it is VERY much worth a playthrough but it got to the point where I wasn't getting enough sleep among other things. One of my friends asked to borrow it and I let them just so they could get the damn thing away from me.
The other is the Silent Hill games. I re-play these every once in a blue moon, but I can't do any more than that because these games GET to me. The first 4 (and arguably Downpour) are amazing, and really give me the best psychological horror experience money can buy. However, I start getting paranoid after playing them for a bit, and to this day I flip the fuck out whenever I hear a tornado siren. Which is a problem, since I live in the Mid-west of the United States which is otherwise known as "tornado alley".