I have a couple although most of them aren't PC games, but console games especially original copies of some NES, SNES, Genesis, N64 and PS1 games (none of the consoles I currently own were my original ones, however).
But as far as PC games goes they'd be:
º Diablo II: Lord of Destruction. It's the one single game that I've played the most in my entire video gaming "life" to this day (it represents about seven years of my gaming life). I don't play it anymore today, however. It's currently uninstalled and I don't think I'm going to play it again for quite some time, but I might dust it off eventually for another go at it.
º Command & Conquer 2 (Tiberian Sun + Firestorm). I still own my original retail copy, it still works well, installs perfectly, works flawlessly under Windows 7 and I still play a random skirmish once every month or two.
º WH40K Dawn of War: Dark Crusade. To this day and excluding the C&C franchise I'd say that the original DoW with the DC expansion pack offers me tons of fun and I still play it occasionally. I don't think there's been a single month during which I've skipped playing at least one skirmish ever since I've bought it, great value for the money spent.
º Rise of Nations: Thrones and Patriots. I found out about the game only sometime in 2007 or so (can't recall the exact time but it was about the same time as STALKER SoC came out), even though it was released in 2003. But ever since I bought it (used copy) I still play it occasionally to this day, superb game, great A.I., and overall just one of the best RTS games ever made.
º Half-Life (original), still own my original copy from the Half-Life Platinum Collection retail box (five games included). I haven't played the entire campaign from A to Z in years, but every few months I play specific levels again, and I still have fun. I'm still surprised by the Marines' A.I. to this day, especially for such an old game. You really have to see them in action to realize how ahead of its time it was back then.
º Rome: Total War. It's currently installed and I have two games in-progress which I occasionally play. I don't play the vanilla game anymore (haven't touched vanilla Rome in years) but I play community mods instead. I have to say that if there's one thing that "aged" well to this day about RTW is its soundtrack, what a truly amazing, fitting OST it is, just superb.
And a few others, but I'll stop here for now.