Console
Alex Kid in Wonderland (Sega Master System)
Wonder Boy III - The Dragons Trap (Sega Master System)
Super Mario 3 (NES)
Super Contra (NES)
Legend of Zelda - A Link to the Past (SNES)
Goldeneye 64 (Nintendo 64)

PC
Street Rods 2
Doom 2
Warcraft 2
Starcraft
Red Faction
Wolfenstein - Enemy Territory

Oh wait, you said bought. I have only purchased 3 games ever:
The Need for Speed
Warcraft 3
Battlefield 3