Probably Super Mario 64 (because it was one of the first games I ever saw) and The Legend of Zelda: Majora's Mask.

Dang, Termina was so full of life, everyone had a daily routine, walking around Clock Town and stuff, doing different tasks etc. All those great sidequests (even though I only got to enjoy them later on because I was pretty young when the game first came out) and the overall gorgeously detailed world make this game very special for me personally.

Shenmue 1 and 2. One of the first games that really felt like a virtual world and had many sweet characters as well as the not so sweet baddies. You felt immersed in Japan and it almost felt like a working holiday than a game. The music also in places has a very nostalgic feel. Lastly many of the conversations are ridiculously cheesy that somehow add to the nostalgia.

https://www.youtube.com/watch?v=R6XierTnffI

Some big nostalgia factories for me:

PC:

Hexen
Original Myst (those sound effects put me right back to 1995)
Little Big Adventure
Crusader: No Remorse
Wing Commander 3
Point and click adventure games of yesteryear
Thexder

NES:

Super Mario 1 and 3
Contra / Super C
Double Dragon 2
Ninja Gaiden 2

SNES:
Super Baseball Simulator 1.000
Wing Commander (only ever played it on SNES, not PC)
Actraiser 2
Mortal Kombat 2

Gamecube:
Metroid Prime

I once got teary eyed when I fought Steven in Pokemon Sapphire.

A lot of games, but RE2 especially.

Metal Gear Solid 1 and The Curse of Monkey Island.

Strangely, it would be mostly 5th generation games like RE2, MGS, Gran Turismo, SM64, WCW vs NWO, Starfox 64 and the likes. Likely due to having played 3rd and 4th gen games until the recent years.

Donkey Kong Coutry 3: My favorite SNES game. Played it a lot in my childhood.

Space Chimps: My very first PS2 game. Came bundled with the console.

Alan Wake: By far my favorite last-gen game.

Others: Yoshi's Island, Donkey Kong Country 1 and 2, Super Street Fighter II, Flintstones: The Treasure of Sierra Madrock, Silent Hill 2, Super Smash Bros., Grand Chase, Super Mario World...

Pokemon Red
Pokemon Gold
Pokemon Sapphire (To a lesser extent)
Donkey Kong Country
Donkey Kong Country 2: Diddy's Kong Quest
Call of Duty 4: Modern Warfare
Call of Duty: World at War
Halo 3

Pfff I'm a very nostalgic person, so alot of games give me that.
The most importants:
Ocarina of Time
Wind Waker
Mario Sunshine
RE4
RE2
Harvest moon: A Wonderful life
Ace combat 4
Red Dead Revolver
HaLo 2 and 3
FF Crystal Chronicles

Better to stop, so many memories...