I could list a good 100+ games from many platforms which I've completed from start to finish multiple times, but I'll keep the list for PC games specifically. I'm certainly forgetting many of them, but the ones that immediately come to mind are:
- Diablo II / LoD (played it for about seven years, finished it countless times)
- Half-Life (a good 15+ times)
- Half-Life 2 (probably 10+ times)
- Mass Effect (4x full play through)
- Mass Effect 2 (6x full play through)
- Dragon Age: Origins (3x full play through)
- DOOM II (don't know anymore, but easily 10+ times)
- Command & Conquer 2 (Tiberian Sun / Firestorm) (probably around 4 or 5 times)
- FarCry (probably 2 or 3 times)
- C&C Red Alert 2 (both Allied and Soviet campaign, maybe 3 or 4 times each)
- Borderlands 2 (so far 2 times, have a third play through in progress)
- Left 4 Dead (finished the "campaign" many times over the 1+ year of co-op games I've had both on my own offline, and online)
- Warhammer 40K (Dawn of War, Winter Assault, Dark Crusade and Soulstorm) (completed the whole series' respective campaigns around 2 or 3 times each)
I can remember these so far, but I'm forgetting a bunch right now.