I had to cheat with a tie for a few consoles, but...
NES: The Legend of Zelda
Sega Master System: Phantasy Star
Sega Genesis: Phantasy Star 2
TurboGrafx16: Blazing Lazers
SNES: Zelda: A Link to the Past
Gameboy: Zelda: Link's Awakening
Playstation: Castlevania: Symphony of the Night
N64: Tie: Zelda: Ocarina of Time & Zelda: Majora's Mask
Dreamcast: Tie: Soul Calibur & Marvel vs Capcom 2
Gameboy Advance: Mario & Luigi: Superstar Saga
Gamecube: Metroid Prime
DS: Tie: Mario Kart DS & Picross
PS3: Bioshock
Wii: Metroid Prime Trilogy
3DS: So far: Zelda: OoT 3D
EDIT: I forgot the Atari Lynx: Klax







