Off the top of my head
-System Shock 2
-Splinter Cell (not too sure about this though, it's kinda boring which is why I stopped playing in the first place a month or two ago)
-Freespace 2 (currently playing)
-Quake3 (got a few maps to beat on nightmare difficulty)
-No One Lives Forever: Contract JACK (stuck on some dull space station level)
-GTA:SA (reformatted since and can't get my savegames to be detected)
-RA2: Yuri's Revenge
-Act of War
-WH40K DoW:WA (haven't finished the 'baddie' campaign)
-Diablo2 (only completed on normal difficulty)
-Flatout
-Elite
-Forsaken (got stuck on the 7th level or something like that)
Of course there's a bunch of games which I have very nearly completed, but can't be bothered going that final yard for the effort it takes. For example, the last couple of races in NFS:HP2, Factory driver bit of NFS
2000, finishing everything in Pirates! (bear in mind I've killed all the other pirates).
Incidentally, I went through a 5 year period during which I completed maybe 6 games. Then just over 2 years ago I decided to dedicate a lot more time to single player games, rather than the internet. During that time, I've completed over 40 games:
www.hangtime.nildram.co.uk/completed.txt
As you can see I have completed quite a lot of games (including many old ones) over the last couple of years. I still say I don't have anywhere near enough freetime to play the games I want to, and it astounds me when people complain about the lack of enough good games on the market. For example I'd love to make a start on the following
Fallout1-3
BG2
IWD2
NWN Deluxe
Dungeon Siege1+2
Morrowind
FM2006
NFS:HP
X1-3
I-WAR2
NHL/Madden/FIFA/NBA 2006
Civ4
AOE3
Starcraft+BW
...and many many more