I've done that with pretty much all my Nintendo made Wii games.
Latest? I think Twilight Princess. A week ago now. 3rd time I played it through
Most time in total? Fire Emblem: Radiant Dawn. On my 5th time now (but 2 of them are without endgame).
Most times? SSE in Brawl. Finished 5 times now, but I was only partially playing in 2 of them though.
I've done it with SMG too. And Mario Kart Wii (but that doesn't really count, does it?).
Edit:
Last is actually Ocarina of Time, as I am still playing it (first time in 8 years, but I remember everything.)
http://www.vgchartz.com/games/userreviewdisp.php?id=261
That is VGChartz LONGEST review. And it's NOT Cute Kitten DS