Tons.
I was introduced to them around 1999 by my new step cousin who had some friends who did them several times a year.
I have a hard time remembering what games I've played in my own life let alone what I've played specifically at LAN parties, but a few I do remember are:
Call of Duty 1
Dungeon Seige
Age of Empires 2
Crystal Chronicles on Gamecube once, too.
We'd stay up all night. No one slept. Those stopped when I moved away in 2004, though. A friend up here had a Halo ODST only LAN party several years ago. He had like 20+ Xbox 360's and 20+ TVs in his finished basement. That was more fun than expected.
Then I hosted a couple at my house where we played Starcraft 2, Amnesia (not multiplayer). I had more stuff setup to do like two TVs and consoles. But the turnout was only like 2 or 3 people and everyone left by like 3am for the first one, and 1am for the second, so I stopped doing them.
Most recently there's an event called Massive LAN hosted twice a year that I usually attend. Over 250 people come to those, and it lasts Friday-Sunday, though people start packing up around 1pm Sunday. They do several tournaments for different games, give out prizes for the tourneys as well as just for being there (raffle), make food you can order, have sleeping quarters, etc. Some people start to smell pretty bad, but other than that it's pretty epic. I go with a group of friends whom I game with online a lot, they usually play LoL most of the time and whatever cool indie game we all have or decide to buy. Last one I remember we played Sanctum 2 a lot and HeroSiege.