A bunch for me, if not one game, then just a small number. I originally got the Lynx primarily for Robotron 2084, though I'm thinking of selling it. The 7800 I primarily keep for two games, Centipede and Robotron 2084.
The GameCube I kept primarily for Metroid Prime, though now I just use the Wii, which adds Wii Sports (my wife loves the boxing) to Metroid as two reasons for keeping it.
The PSP I bought primarily for Final Fantasy IV: After Years, though I've since found a few more to keep me satisfied. I can see myself selling it in a few years, though. Finally, I was keeping the NGCD around just for Sonic Wings III, but I think that's all going to go, too.
Edit: Oh, and I keep Steam around for a half dozen games, basically Portal, Civ, Road Redemption, Left 4 Dead, and Mortal Kombat IX.