I'll try to make a list which was the last game I finished in my consoles before buying the next gen. Eventually we comeback and play something we missed, but the point is the last game you played before buying the new system.

On snes, MK 3 ultimate, on ps1 it was FF Ix I believe and in ps2 it was persona 4.

My problem with this is back in the 90s I owned all consoles and some I have never really stopped playing. Where is the overlap because I still game on my ps3 sometimes. Before my ps3 I had 360 but got rid of it and got the PS3 then later the Wii.

Don't know how to answer your question. Need more guidelines.

Let's say you have a PS3 and just finished GTA V, than you buy a PS4 and start playing Knack. Than you go back to PS3 to replay MGS4. What would count as last games is GTA V, because was the last game you finished on PS3 before going to Ps4. 

lol I have so many consoles that I cant even remember. I just remember that Kingdom Hearts 2.5 was the last PS3 game(July) I played before going to PS4. KH2 was the last PS2 game I played before going to PS3. Golden Sun: Dark Dawn was the last DS game I played before going to 3DS. I'm sure Yugioh Dark Duel Stories or Pokemon Silver was the last GBC game before going to GBA. Yugioh Worldwide Edition or Golden Sun was the last GBA game I played before going to DS. I'm drawing a blank on the others.

on PS2 it was Persona 3.
on the Wii, it was Xenoblades Chronicles.

How the heck do you guys remember all the way back to the snes? the last game you played on it?

NES - Mega Man 3
SNES - EarthBound
N64 - Star Fox 64
GCN - Fire Emblem Path of Radiance
Wii - Xenoblade Chronicles
Wii U - Splatoon

The last game I played on my PC was Civlization V. That was about 20 minutes ago though. Don't remember the rest.

ps3: mickey mouse castle of illusion
wii: mario galaxy 2

not really sure about anything else but i played super mario world as my last VC title so let's count that against my snes.

Nes: i don't know.
Super NES: Tetris Attack (we still play it at my mom's house!)
N64: Conkers Bad Fur Day
Gamecube: Resident Evil 4 (I did still use BC on Wii, though)
PS2: Metal Gear Solid 3 (Indigo Prophecy if you count PS3 BC)
PSP: Final Fantasy Tactics
Dreamcast: Soul Calibur or Virtua Tennis
Genesis: Streets of Rage 2
PS1: I think it was Vagrant Story. Not sure.
PS3: Little Big Planet 3
PS4: Until Dawn
Gameboy: Super Mario Land 2
3DS: Xenoblade Chronicles
GBA: Street Fighter Alpha 3
Ouya: Super Netflix (bikini mod)
Vita: Flower (I think)
Xbox 360: Tomb Raider (Geometry Wars if you count XB1 BC)
Xbox One: Gears of War Ultimate Edition
Wii U: Splatoon

Last game purchased before buying a new console? Let me get back to you on that.