I've got a few.
*ahem*
Mass Effect*
Mass Effect 2*
Unreal Tournament 3*
Duke Nukem Forever*
Command & Conquer Red Alert 2: Yuri's Revenge
Half-Life 2*
Half-Life 2: Episode 1*
Half-Life 2: Episode 2*
Portal*
Team Fortress 2*
Portal 2*
Marvel Vs. Capcom 3 (?)
Left 4 Dead 2*
X2: The Threat
Items marked with a * are games I bought on two different platforms, in all cases it's both 360 and PC versions.
Of those, 5 were re-purchased when my 360 was stolen (ME, ME2, DN:F, MvC3, L4D2), 3 of which were stolen with it (ME2, L4D2, MvC3)
MvC3 is a special case, however, as I bought the standard edition first time, and after the insurance came through to replace the 360, I upgraded to Ultimate MvC3.
X2: The Threat is also a special case. I bought the original for myself, and bought my younger brother (who played X2 longer than I did) the X Superbox as a Christmas present.
EDIT: Further clarification. I bought the Orange Box 3 times. Twice on 360 (at the time I didn't have Steam and my first disc became so worn from overuse that we replaced it) and once on PC (mostly to fuel Garry's Mod).