I think the only time I ever did this to completion was collecting all 120 Power Stars in Super Mario 64. I loved the heck out of Mario 64 and didn't want it to be over once I'd beaten it, so I became determined to squeeze ever last drop of gameplay out of that cartridge by going for every possible star. I even went to the first Bowser stage and ran around collecting the coins that his fire breath sometimes leaves behind, thinking there might have been a secret 100-Coin Star there that I had missed.
Bear in mind, this was before I had the Internet, so I was largely ignorant of most gaming secrets. I was going for all the stars primarily out of desperation to keep playing, not to get some great reward. Imagine my surprise when I discovered that the cannon outside the castle finally opened up once I hit 120!