Going strictly into older games, that's a tricky one to answer, 'cause I can't really narrow it down to just one...I have more of a broad range of games I feel nostalgia towards, and enjoy playing, however.
(If it's missing, I haven't really dipped my toes too deep into the platform)
Atari 2600 - Yar's Revenge
NES - Super Mario Bros. 3 / The Legend of Zelda / Metroid / Contra
Famicom - Kyatto Ninden Teyandee / Getsu Fuma Den / Splatterhouse: Wanpaku Graffitti
MSX2 - Metal Gear
Game Boy - Operation C / Fortified Zone / Pokemon Red/Blue / Kirby's Dream Land / Donkey Kong / Wario Land: Super Mario Land 3
Game Boy Color - Pokemon Yellow/Gold/Silver/Crystal / Dragon Warrior Monsters / Yu-Gi-Oh! Dark Duel Stories / Monster Rancher Battle Card GB / Harvest Moon 2 + 3 GBC
GBA - (Too fucking many to count, that shit was PEAK handheld gaming)
Genesis/Mega Drive - Rocket Knight Adventures / Toejam & Earl / Splatterhouse II
TG16/PCE - Splatterhouse
SNES - Demon's Crest / Secret of Mana / Chrono Trigger / Final Fantasy III/VI / Super Metroid
SuperFami - Kamen Rider / Assault Suits Valken / Magic Knight Rayearth / Gundam Wing: Endless Duel / Clock Tower
PSX - Einhander / Xenogears / Wild ARMs / Gex (trilogy) / Tomba! 2 / Resident Evil 3: Nemesis / Metal Gear Solid / Monster Rancher 2 / Harvest Moon: Back to Nature / FFIX / FFT
N64 - Banjo-Kazooie & Tooie / LoZ:OoT + MM / Goldeneye 007 / Jet Force Gemini / Hexen 64 / Conker's Bad Fur Day / Turok 2: Seeds of Evil / Harvest Moon 64
PS2 - Zone of the Enders / MGS2 / MGS3 / DmC3 / Graffiti Kingdom / Fatal Frame II: Crimson Butterfly / Silent Hill 4 / REC:V X / The Suffering / Psi-Ops: The Mindgate Conspiracy
Dreamcast - Gunbird 2 / The House of the Dead 2 / MvC2 / Power Stone
Gamecube - MGS:tTS / LoZ: Twilight Princess / Metroid Prime / Sonic Heroes / Shadow the Hedgehog
(And so many more)