For me, it was Xenogers, Suikoden 2, Lunar:SSSC, Lunar:EBC and Dragonwarrior 7.
That’s about all I can think of for now…
What say you?
Final Fantasy VI(III), VII, and IX. X would have, only I have a job now.
No question about it, gotta be “The Sims” for me. I can’t even start playing on a work night or before I know it, it’s 1 or 2am.
Oh man… racking back to many a late night with my Atari Home computer (a 1200 XL) and the volume turned way down so my parents wouldn’t know I was up all night—
Ultima III, and IV (flashback)
Alternate Reality
In more later years,
we used to have “Columns” tournaments all night in my fraternity house in college.
Then, solving the Tomb Raiders after a night of drinking with 3 or 4 of us watching the screen has been another late nighter.
The various Civilization incarnations.
Oh man, alot.
“Rogue Spear” multiplayer - longest running interest in a video game ever.
Thief, Age of Empires, Outcast, etc
Civilization 1 and 2.
Children. You’re all children. No sense of history at all, dagnabbit.
The absolute most awe-inspiring, “how in the heck do they do all that?” experience I ever had on a “computer” happened the first time I played the “space invaders” game on my Atari 2600. Stayed up all night playing it, and then had to explain to my wife why I’d done so. Then she saw it - and she stayed up all night playing it the next night.
I guess the closest thing tothat experience for me was many years later when “Castle Wolfenstein” was released - it was the first “3D first-person shooter” game that I’d ever come across.
Youngster. You shame us all. Do you not remember that Silas Warner’s Castle Wolfenstein came out originally on the Apple II in the early '80s? 
Anyway, a friend and I used to stay up to all hours of the evening playing those hand held Mattel LED sports games: football (the white and the green one), racing, hockey, etc back in the late '70s.
Thief and Thief 2.
System Shock 2. (Looking Glass was cool.)
Final Fantasy 6. (Coolest final fantasy ever!)
Castlevania: Symphony of the Night
What a game! I used to get adrenaline rushes from the guardsmen screaming “SS” when they spotted me…then I’d kill them and steal their vest. The 3D version was cool too, but in a completely different way.
Quake kept me up as did Zelda, Rygar, Metroid and Kid Icarus for the old Nintendo…
Since when is there a Dragon Warrior 7? And more to the point, where can I find it? Dragon Warrior 1 was my introduction to video gaming; I’ve beaten the first four, and I remember staying up all night trying to beat Keelion in DW4, but there are seven of them? I must know more!
“Since when is there a Dragon Warrior 7?”
Well, since like last year…eehehehe
“And more to the point, where can I find it?”
Oh jeez…that I’m not too sure of. I’ve seen copies in the game stores and Amazon.com has some too.
" and I remember staying up all night trying to beat Keelion in DW4,"
Keelion was hard…just HARD…
“but there are seven of them? I must know more!”
Well, I think 5 was released here for the SNES(the US), but it didn’t do very well and six remained in Japan. Something like that.
Anyway, the Nintendo and the Super Nintendo stuff couldn’t keep me up all night because I had school the next day. Same with the Atari! EHEHEHE!!
system shock 2, deus ex, gta3 and soldier of fortune 1 and half-life(greatest game ever)
there’s most certainly others i don’t remember at the moment.
Ditto, and also various incarnations of Final Fantasy and Dragon Warrior, and a few other frpg titles with similar themes.
Atari 2600— Yars Revenge, and all night was…One single game!!!
Nintendo—
SMB 3 when it first came out,
Final Fantasy 1
PC–
Might and Magic 2
Space Empires 2/3/4
Geez, what games haven’t I stayed up playing?
Hm, games that kept me up…
The Sims
Final Fantasy X
Grand Theft Auto 3
Diablo II
Quake 3
Unreal Tournament
Civ 2
Madden Football, in its various incarnations
Goldeneye 007
Gran Turismo
Final Fantasy Tactics
Front Mission 3
Bejeweled (well, most of the night, anyway)
And probably a whole host of others.
I’m with KKBattousai – there’s at least 5 games a year that keep me up all night. The Sims in particular.
But the only games that have kept me up all night and didn’t have me feeling like a total ass afterwards for wasting so much time:
Suikoden II
Diablo and Diablo II
Super Mario 64
and the best game of all time, Final Fantasy Tactics.
Mario 64 was particularly insidious because I’d find myself going home from work for lunch, starting it up while I ate, and then realizing that I’d just taken an unintentional 2 1/2-hour lunch break. Yikes.
Now, the only game that I’ve literally spent an entire day playing (got up at 9 AM, started playing it at 10, finally collapsing at 8 AM the next day and yes, I was on vacation at the time):
SimCity 3000.
Sheesh. That was like The Lost Weekend, but sadder somehow because there was no booze involved.
Civ 1, Deus Ex, Final Fantasy 7 have kept me up all night. But MGS2 would have to take the cake though. It kept me and two others up while we beat it in one sitting, and we actually had a spectator that was just so into the story that he didn’t study for a big test the next day, just sat there and watched…
Net Hack, many of the old text-adventure games, Castle Wolfenstien, Civ I & II, Diablo, Diablo II, Heretic, Quake, Unreal Tournament, Eath Siege, Star Siege, Tribes & Tribes 2…
The list is lengthy, incomplete, and many of the games that cost me sleep were local hacks that never made it beyond a small circle of friends.