There's absolutely loads, but I'd say these one in particular:

Sonic the Hedgehog (Master System) - first game I ever played iirc. Still fun to play through today.
Super Mario All Stars and World - the first game I ever yearned for in a nostalgic way. Was probably around2003/2004 and I'd sold my SNES long ago. I found myself really wanting to replay these two games, remembering the music, the levels, how fun it was etc.
Doom + Doom 2 (PC) - memories of sitting playing this, with invincibility, all weapons and no clipping cheats, just slaying hordes of demons on ultra-violence.
Super Mario 64 - my first step into 3D gaming. I can still recall how weird it felt using the joystick for the first time.
Goldeneye - wasted many hours of my youth playing multiplayer on this, and trying to unlock cheats in single player.
Resident Evil - the first game that really drew me in with the story.
Shenmue - my brother got this for Christmas (and the sequel the following year). I just used to sit and watch, astounded by the level of detail and immersion.
Star Fox Adventures - when I think of Christmas, I think of this game (along with Shenmue above). Just reminds me of a particularly good holiday season when I got it as a gift.

It's crazy you mentioned that game of all. I wanted to put it on my list. I looked up a video on YouTube and found a video posted by someone I haven't heard from since GamePro went defunct. His user name is eeriely similar to yours...teh2dgamer.

Saturn was exactly what Sega pumped it out to be. The overwhelming feeling of being rushed to the consumer and shabby support from 3rd party devs. At least it seemed that way. Sega had a pretty decent line up from what I remember. The Saturn itself is nostalgic. Could have been something soo much better.

Yes I am. I got a retro Mega Drive console for my sixth birthday (in 2005), with 6 games pre-installed.

Try a few decades below that.

My most nostalgic games.

- Pokemon Blue, Gold.
- All 2D Mario games from the 90s.
- Ocarina of Time.
- Terranigma.
- Secret of Mana.
- Smash Bros.
- DKC games.
- Many Rare games.
- Star Wars Rogue Squadron games.
- Sonic 1 to 3 + Knuckles.
- Phelios
- Streets of Rage 1 and 2.
- Legend of Mana.
- Lunar.

Yes this also gives me serious nostalgia from 2000 during my senior year. 

I'm sorry fo doubting you !

NES:
Super Mario Bros.
Nintendo World Cup
Mega Man 4

SNES:
King Arthur's World
Tetris Attack


N64:
Mario Kart 64
Super Mario 64
Blast Corps
Goldeneye 007

PS1:
Mortal Kombat Trilogy
Tekken 3
Final Fantasy VIII
Final Fantasy IX
The Legend of Dragoon
Command & Conquer
KKND: Krossfire

PS2:
Final Fantasy X
Kingdom Hearts
Drakengard

PC:
C&C: Tiberian Sun
Total Annihilation
Freespace 2
Championship Manager 00/01

Pitfall!
Karateka
Defender of the Crown
Maniac Mansion
Budokan
Dragon Warrior/Quest
Final Fantasy
Super Mario Bros. 3
Prince of Persia
Sim City
Golden Axe
Super Mario World
The Legend of Zelda: A Link to the Past
Final Fantasy IV
Sonic the Hedgehog 2
Mortal Kombat II
Street Fighter Alpha
Secret of Mana
Super Metroid
Final Fantasy VI
Killer Instinct
Warcraft II
Resident Evil
Final Fantasy VII
Metal Gear Solid
Shenmue

All of them played as they released (or close, in the case of Pitfall!) pre-2000. There are many more titles that make me nostalgic, but those listed here are the ones I have the most fond memories or impacted me the most.