N64: "Conker's Bad Fur Day" + "Banjo Tooie"

GameCube: "Resident Evil 4" + "Donkey Kong: Jungle Beat"

Xbox: "Black"

PS2: never had my own PS2, switched consoles with a friend sometimes... last PS2-games for my PS3: "MGS3 Subsistence" + "God of War 2"

PSP: "God of War: Ghost of Sparta" was my last retail game... but thanks to PSN sales I'm back to PSP gaming on the Vita: MGS Peace Walker, Persona 3 Portable + Corpse Party

Nintendo DS: "Nine Hours, Nine Persons, Nine Doors" + "Professor Layton 4"... still waiting for a translated version of "Ace Attorney Investigations 2" :(

Wii: "Legend of Zelda: Skyward Sword"... no interesting Wii titles after that

Xbox360: "Forza Horizon" + "Gears of War: Judgment"... every good title after that is / will be available on PC/XBO/PS4

PS3: I got "The Last of Us" and "Beyond: Two Souls" today, "Ratchet & Clank: Nexus" will probably my last retail game for a long while... but with PS+ it won't collect dust till "Persona 5" arrives.

still not finished on any of those.
maybe i'm done with DS though, the last game i bought was pokemon diamond as i had lost my bag that contained my GBA, Pokemon Leafgreen, Diamond, SouldSilver and my DS Lite (ouch)

Not going to move on for a while and even when I get a next gen console I'm still going to play games on the 360 and PS3 once in a while.

Last games I bought for my last gen systems (which are all still in use):

Nintendo DS: Solatorobo - Red the Hunter http://www.nintendo.com/games/detail/6YqjLl6AmGyd63RXdKilAJB12Uv20yXk
Wii: The Last Story
X360: The Witcher 2
PS3: Ninokuni
PSP: Ys: The Oath in Felghana

Wii: Xenoblade, but I might go back and buy the last story and/or rhythm heaven fever.

DS: Pokemon White

Xbox 360: Never bought one

PSP: Never Bought one

PS3: The first and last game I bought was Skyrim. I doubt I'll buy anything else, but if I randomly meet a stray Sly 3/4 copy or an Ratchet and Clank A crack in time at low prices I might get them.

NES: Bubble Bobble 2 (also one of the rarest SNES games) - 1993
SNES: Arkanoid: Doh It Again - 1997
N64: Conker's Bad Fur Day - 2001 (what a way to end the N64's life!)
GameCube: Resident Evil 4 - 2005
Wii: Xenoblade Chronicles - 2012
PS2: Ys VI - The Ark of Napishtim - 2006
X360: Still going strong, just picked up a bunch of games on Black Friday!

Hey, Conkers Bad Fur Day + Banjo Tooie were my last two N64 games, tooie!

And Resident Evil 4 was my second to last GC game, the last was Donkey Kong: Jungle Beat.

Now i have to amend the list ;)

The ones I recall:

Gamecube - Kelly Slater Pro Surfer
Wii - Last Story
DS - Hotel Dusk 2 (don't remember the name)

Edit:

PS2 - Fifa 2012 (yes lol)

Last Window: The secret of Cape West!

Can't say I'll be done with anything, because I could always come back to one.
PSP- Some Yu-gi-oh Tag Force game
DS- N/A (3DS backwards compatibility) Last DS game I played were B2, W2.
PS3- I'll venture a guess and say Persona 5...?
360- South Park Stick of Truth, maybe.
Wii- N/A due to Wii U backwards compatibility.
Last Wii game played on Wii; however, was Galaxy 2.