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.