In large part, the games I won on multiple platforms is divided into two categories.
Games I bought on the PS3, didn't find much interest in, and then later bought on a Steam sale
Some examples include Deus Ex Human Revolution, Max Payne 3, Portal 2 and Red Faction: Guerilla.
Deus Ex HR I have started playing on the PC now, Portal 2 I did a lot of co-op with someone, and the other two I haven't touched on PS3, or Steam. (Yet.)
And then...
Games I bought on PS3, but were cheap enough in a Steam sale I decided to get them on there anyway (and sometimes gave a second play-through to)
These include stuff like Batman: Arkham City, Bioshock Infinite, Castle Crashers (though both were digital copies) and Final Fantasy VII (again, both digital copies, really regret the Steam purchase).
Also, there's some other examples that I'm too lazy to stick into the two categories. There was Demon's Souls, which I got sent to me by an American friend a long time ago when I was dirt-poor, but since it was an NTSC copy, it was black and white on my old TV. Now, I got Dark Souls on Steam, which I guess is the sequel/expansion pack/re-packaging/whatever (don't kill me, fans of the game, I haven't really indulged much in either).
Batman: Arkham Asylum, which I used to have on an old PS3 when I was living with other people, now I have it on Steam.
Then Bully: Scholarship Edition that I used to have on my old Xbox 360, played through and absolutely LOVED. Got it off a Steam sale just 'cause I liked it and thought it'd be nice to have it in my games list.
Also, Dead Space 3, which I first bought for the PS3, to play online co-op with a friend. Sadly, it had connection problems, with the NAT Type being strict, and I couldn't fix them. Then, later, it was in a Humble Bundle and I got it on Origin. Same connection problems, never did get around to playing more than, like...half an hour to an hour into it.
And then, Mirror's Edge. Completed it a long time ago on the PS3, re-bought it on Steam, played through it again with someone, though.
Also, Bastion. Android and Steam.
Okay, I think I'm done with my needlessly long reply.