I've never devoted an entire all-nighter to videogames, although the one when I was about 12 at a friends house and we spent most of the time split between their X-box and the Lord of the Rings edition of Risk comes close. I think we spent 5 hours of it on Risk alone.
These days, when I pull an all-nighter, it's usually because I have a paper due sometime in the next week, so only 2-3 hours at the most of that time gets devoted to actually playing games -- and more often than not, none of the time does. Now, if playing games till 3, and then doing other stuff until 6 AM counts, then I did that night before last, and if playing games til 3 counts on its own, then I did it last night.
P.S.: I just remembered, I did have an all-nighter exclusively devoted to gaming, and it was this last year too. One of the church groups at my University throws a LAN party once or twice a year. Why a LAN party and why a church I'm not sure, but they aren't preachy about it, it's just 12 hours of solid gaming. I must have spent 11 of it on TF2 alone. Next time they throw one, I'll actually be coming out there armed with copies of both Left4Dead games, which, aside with Starcraft II, which just isn't my subgenre, was the other major game at the party. (For the record, I love 4X games, but I'm not a fan of Real Time Strategy. That's why Starcraft II isn't my subgenre.)
Edit: I can already see that I'm going to have a hard time adjusting to it being 2011 now. The Summer of 2010 is no longer "this year."