Currently Online 
Uhm... Let's think out loud here. It's got to be a Zelda game because those are pretty much the only ones I have multiple times. There's a couple I have twice or maybe three times, usually the original and a remaster or the original and a port to mobile/later console.
But yes, let's see here;
The Legend of Zelda Ocarina of Time (N64)
The Legend of Zelda Ocarina of Time LE (Australian Gold version) (N64)
The Legend of Zelda Ocarina of Time 3D (3DS)
The Legend of Zelda Ocarina of Time 3D with LE 3DS console (3DS)
The Legend of Zelda Ocarina of Time on Zelda Collector's Edition (GC)
The Legend of Zelda Link's Awakening (GB)
The Legend of Zelda Link's Awakening DX (GBC)
The Legend of Zelda Link's Awakening DX (GBC) (replacement)
The Legend of Zelda Link's Awakening DX (3DS VC)
Yeah, it's Ocarina of Time. I have it five times, though to be fair the Collector's Edition isn't really a retail purchase, so taking away that one it's tied with Link's Awakening at four purchases. I have a lot of the other Zelda games, like LoZ, AoL, ALttP, MM and TP, three times.
EDIT: Unless we're going to count the original Super Mario Bros. and the Super Mario All-Stars version as one: NES (original), SNES (All-Stars), GBC (Deluxe), Wii VC (original), 3DS VC (Deluxe) 
