Gunpoint is fairly short. Only about 20 or 25 missions, but a nice story. It was fun for a day. :)

Speaking from personal experience, I'd add these to the list of one-day games (although whether each of these are worth playing is another matter entirely.
99 Levels to Hell
Alien Shooter + Expansions
Alien Shooter 2 Reloaded
Alone in the Dark 1
Balls of Steel
Catacombs Pack
Dangerous Dave Pack
Defcon
Flight of the Amazon Queen
Forgotten Realms: Demon Stone
Gateways
Guilty Gear games
Hocus Pocus
Inherit the Earth
Jack Orlando: A Cinematic Adventure - Director's Cut
Judge Dredd: Dredd vs. Death
Kingdom: The Far Reaches
Long Live the Queen
Machinarium
Master of Orion 1+2
Normality
Raptor
Realms of Chaos
Screamer
Shadow Warrior (Original)
Shelter
Stargunner
Street Fighter Alpha 2
Time Commando
Tyrian 2000
Ultima 1

Not on GOG:
Flashback (90's version)
Full Throttle
Puzzle Agent
Strife

Brothers a tale of two sons. Last 5hrs.

Braid : It took me 6hrs

The Walking dead and the Wolf Among us, episodes are quite short, around 2-3hrs each.

Max Payne 1 & 2, ok they might be longer, but they last around 8hrs each.

The small RPG : Breath of death lasts around 6-8hrs and I think Cthulhu saves the world is about as long.

Thanks folks, I'll update the master list. Also, I had added Cloudphobia a while ago, but I'm going to pull it back off. Just about every shmup is a one-day game, so there's no need to start adding those. Case in point, I played through KAMUI in probably less than an hour today.

From the list, I can say for sure:

Another World

Should take around 2 or 3 hours if you are not familiar with the game (maybe less)

Others that I'm not sure would be:

Ducktales remastered
Karateka

Duke Nukem 1-2, and Manhattan Project were all pretty short. I didn't time myself but pretty sure all were under 6 hours.
All of the games on Raiden Legacy are very short if you're good with shmups.
Of course there is also Street Fighter and Guilty Gear if you count the story in fighting games.

That's what I can think of from GOG not on the list already.

I appreciate all the responses, and the list continues to grow under the many good suggestions. I did want to clarify the nature of the list and why some titles appear and some do not.

I have some, admittedly arbitrary, criteria for what I'm putting on the list. Basically I'm skipping games which by their nature are intended for short sessions or which tend to be short as a genre - shoot-em-ups, fighting games, pinball games, solitaire games, mahjong games, match-3 games, etc.

I also want to avoid listing games which can be finished in a single sitting but which are somewhat arduous to do so (such as a long platformer or adventure title which would be exhausting to finish in one go). Basically I am looking for games that are deliberately structured to be a single 2-5 hour experience. So if some titles don't appear on the list, that probably why.

Keep the titles coming, and feel free to challenge me on any entry. I can only personally attest to a fraction of the titles given, so I'm happy to listen to other opinions.

Dark Matter, I guess...

Sadly true, but I don't wish to encourage folks to seek that one out. Maybe if it gets re-released as a proper game.

That's a valid viewpoint, and was probably my experience with the game as well (too many years have intervened for me to be sure). I've taken it off the list, thanks.

Unfortunately it appears that Lilly Looking Through belongs on this list, and not for good reasons. It seems from the reviews to be too short and incomplete feeling. A shame, since it otherwise has good potential.

A game of Master of Orion 1 can be completed in less than two hours or so.

A game of Master of Orion 2 can be completed in less than 4 hours or so - Depending on game configuration and amount of microing required (for example, if going for high scores, significantly longer since you micro everything to get the most score)

Edit: Link to games: http://www.gog.com/game/master_of_orion_1_2

Thanks, I'll add the first Master of Orion since it sounds like a good fit, even if the player is a newcomer and takes time learning the game in their session.

Alone in the Dark 2 seemed even shorter than the first game, I finished it for the first time in one day without any walkthrough.
Aqua Kitty: Milk Mine Defender can also be finished in one day, my playthrough time was about 95 minutes. Mind you, that was easy mode, and I only went for saving 100% of the miners, not for beating level high scores. It's a very enjoyable game though, I'm going to go back through normal mode, try to beat all the level scores, and see what else I missed.

Any game in the S.T.A.L.K.E.R. series can be completed in about 6-10 hours on normal if you're familiar with FPS, horror and survival type gameplay (so not for everyone).