I play most games only once, but there's some games I've completed several times (more or less):
- Metal Gear games
- Titan Quest
- Grim Dawn (sort of; I still haven't finished it on any harder difficulties)
- Assassin's Creed II (although not because I liked the game that much)
There's also a lot of games I return to every now and then, not necessarily to complete them but to play them anyway. And then there's some games you can't really complete but that are good to return to every now and then (and for the most part, I don't mean multiplayer games).