PS1 - MediEval
PS2 - Crash Bandicoot The Wrath of Cortex
PS3 - Virtua Fighter 5
PSP - Dissidia Final Fantasy
PS Vita - Uncharted Golden Abyss

N64 - Pokemon Snap
Gameboy - Pokemon Red
Gameboy Color - Pokemon Yellow
Gameboy Advance - Pokemon Ruby
Nintendo DS - Forgot lol

Intended Future Buys
PS4 - Killzone Shadow Fall and Battlefield 4
Nintendo 3DS - Kingdom Hearts Dream Drop Distance

NES-SMB/Duck Hunt
SNES-SMW
Genesis-Sonic 2
Sega CD-Sewer Shark
Playstation-NFL Gameday
N64-007
Dreamcast-Sonic Adventure
Playstation 2-Onimusha
Gamecube-Rouge Squadron
Xbox-Splinter Cell
Xbox 360-Perfect Dark 0
Wii-Zelda TP
PS3-Resistance

PS4-Knack

C64: On-court Tennis ;)
Atari ST: Silent Service
Atari 2600 Jr.: Pacman & Stargate (both bundled)
Gameboy: Tetris (bundled)
N64: Rogue Squadron (Mario64 & F1 World GP bundled)
GBA: Super Mario Bros. 2
Gamecube: Rogue Leader
DS: Nintendogs (bundled)
Wii: Wii Sports (bundled)

NES - ????
SNES - Super Mario World
Genesis - ????
PS1 - Street Fighter The Movie
Gameboy - Donkey Kong Land 2
Playstation 2 - Jak And Daxter
Dreamcast - Capcom vs. SNK
PSP - Tekken: Dark Ressurection
Gamecube - Super Smash Bros. Melee
PS3 - Virtua Fighter 5
PSVita - UMVC3

I'm not even going to consider getting a PS4 until Xrd comes out.

PC - Monkey Island (not sure, but that's the first one I remember)

Gameboy - Pokémon Red

Playstation - Final Fantasy VII

Playstation 2 - Final Fantasy X

Playstation 3 - Valkyria Chronicles

DS - Final Fantasy III

PSP (on PSVita) -  Valkyria Chronicles 2

PSVita - LittleBigPlanet Vita

Playstation - Metal Gear Solid

Playstation 2 - Metal Gear Solid 3

Gamecube - Smash Bros Melee

Wii - Wii Sports

360 - Kameo: Elements of Power

DS - Star Wars III: The revenge of the Sith.

3DS - Mii Plaza.

NES - Super Mario Bros./Tetris/Nintendo World Cup (All on one cartridge)
SNES - Super Mario World
N64 - Super Mario 64
Gamecube - Mario Kart (was it Double Dash? Can't remember)
Wii - Red Steel

GameBoy - Super Mario Land
GBA - Castlevania: Circle of the Moon
3DS - Animal Crossing: New Leaf

Xbox - Halo
Xbox 360 - Saint's Row

PS1 - Resident Evil: Director's Cut
PS2 - Metal Gear Solid 2
PS3 - GTA 4

PSP - Metal Gear Acid
Vita - Uncharted: Golden Abyss

PC - Broken Sword

TEH FUTUREZ!

PS4 - Killzone: Shadow Fall

I'm not considering an Xbox One or WiiU at the time, but that might change in some years or so.

Megadrive - Sonic The Hedgehog 2
Dreamcast - Sonic Adventure/Power Stone

Gamecube - Tony Hawk's Pro Skater 3
Gameboy Colour - Pokemon (Red)
Gameboy Advance - ???
Nintendo DS - ???

Playstation - Ridge Racer/Metal Gear Solid (JP Ver.)
Playstation 2 - Summoner/Timesplitters
Playstation 3 - Ratchet and Clank: Tools of Destruction
Playstation Portable - Ridge Racer (JP Ver.)/Tony Hawks Pro Skater 2 Remix

Xbox - Halo
Xbox 360 - Viva Pinata/Forza 2

PC - Duke Nukem 3D

----

Playstation 4 - Not sure yet. FFXV seemingly a long way off and I'm still waiting for an announcement for Naughty Dog's next game. The Order 1886 might edge me into buying the console, though. The game looks, and sounds great from all the previews I've seen.

Well, i started with atari 2600 and MSX1 computer, and owned all console since BUT first Xbox, i even got Mega CD from sega lol...

I don't remember much what first game i got on all console, because i take alway more then 1.

i plan to buy all 3 console in this order : ps4, WiiU when X get out, and Xbone, when first exclusive RPG come out, probably a fable.

I already got vita & 3DS.

PC - Championship Manager 2

PS1 - Jumping Flash! / Mickey's Wild Adventure
PS2 - Tekken Tag Tournament
PS3 - Metal Gear Solid 4

PSP - Grand Theft Auto: Vice City Stories
PSV - LittleBigPlanet/WipEout 2048

GC - Metroid Prime 2/Pikmin
Wii - Wii Sports, I guess (Animal Crossing: Let's go to the City was the first game I bought)

GB: Pokemon Red
GBC: Pokemon Gold
GBA: Spyro: Season of Ice