Team Ico I have both physical copies of Ico and SOTC on PS2, but I guess that's cheating.
I own almost every Insomniac game. Only ones I don't have are the Resistance games (because I just don't care about it), Fuse (because I care even less), and Disruptor (aaaand even less). Naturally I can't own Sunset Overdrive due to being Xbone exclusive. They have Outernauts too, but that's a Facebook game so it doesn't really count. I have all 9 of their Ratchet and Clank games in physical copies on PS2/3 (including an imported Quest for Booty and the less-than-stellar multiplayer ones) as well as the 3 Spyro games on PS1.
But ya, other than Team Ico I don't think I've ever been more than close to owning every game from a single developer, particularly one with a long history.