All-nighters used to be common for me, starting at 8 or 9 and going to sleep with bleary eyes and a headache when the sun comes up. I used to try and play an entire game of Alpha Centauri in one session; that's a really hard thing to do.
Some memories that stand out:
1) the night I discovered MAME. I was at school and a friend of mine told me you could play all of the classic arcade games for free on your PC. I went straight home after school, found some emulation sites and stayed up all night downloading and playing arcade games. I think I didn't go to sleep until after 10 am. By the end of that session I think I had a few hundred arcade roms on a zip disk.
2) An epic game of Romance of the Three Kingdoms with 7 players that started before noon one day and wasn't completed by the next morning. I don't think that can ever be recreated in my gaming lifetime, having 7 instense competitors all in the same room playing the same strategy game. It was like a game of diplomacy, with people making backroom deals and screwing each other over. iirc it was called a draw.
3) I went to a release day party for Tiger Woods 04 for PS2 that was a marathon. I think the last round of golf was started at 7 am on the Predator, with none of us remaining golfers able to see straight after too many tequila shots. lol I think we all passed out at the same time.
4) When I first installed Asheron's Call at got the updates to load (69 MB took almost 24 hours) I think I played from late afternoon unitl early morning. What a great community; I still miss it.