Fallout and FO2
Doom 2 (I cheated to see the end of the final level)
That really might be it. From 1986 to now.
I find most games, even some of my favorites, to be unfinishable. Not because they are too hard or even because they are too long. I'll take years to finish a game (Deus Ex). But because there is really no point in finishing. I play them for a while, enjoy them or not as the case may be, and then I quit playing when I'm done.
Torchlight, for example. I really loved it. I played it for 40 hours. And then that was it. There was nothing else to get out of the game.
I don't have a great analysis for this. Maybe one of you has some way of articulating what keeps a game moving all the way to the end. Pacing? It's just that, if I feel like I've seen everything the game has to offer, I'm done. There's no motivation to make it to the end just to be able to say I did it.