Only on my absolute favorite games, I mean the top of the line. It's pretty rare. I've also set an objective to own one of every retail release of every Zelda game. I only still need the GBA ports of the NES games.
The most I've bought a game, counting accidents or whatever and digital releases, I've bought both Link's Awakening 4 times (2x GBC, 1xGB, 1x3DS) and Ocarina of Time 5 times (2xN64, 1xGC, 2x3DS) even. Others I've bought multiple times are among others a couple of Mario games among them Mario 64 and Yoshi's Island, Knights of the Old Republic and the only PlayStation game I ever bought twice is puzzle-game Kula World, which was for PS1 but later rebought digitally on PS3.