Games you have completed on hard mode or higher.

[Rawne1980]

Every game i've ever played thats had a difficulty setting has been done on the hardest difficulty.

Although, just to note, that I did finish Devil May Cry on Dante Must Die mode without dying.

 

[Kemea]

Uhhh.....I usually do not bother with hard mode, unless I like the game a lot.

God of war 2 + 3
Space Marine (first playthrough)
Brütal Legend (First playthrough, how can it be brüüüüütaaaaal if you play it on easy? )

and that's all I can think of

 

[Uzi-Bazooka]

For this list. I'm assuming "Hard" is the hardest or second-hardest difficulty, since most games don't come out and call it that.

Doom (Ultra-Violence)
Doom II (won the game on Ultra-Volence, played 15 levels on Nightmare before ragequitting)
Doom 3 (Veteran)
Goldeneye [the Wiimake] (007 Classic)
Nightfire (007)
Curse of Monkey Island (Mega-Monkey) (the only MI game to have a difficulty setting.)
On some RTSes, like Star Wars Galactic Battlegrounds, I'll play against Hard enemies, which I'm assuming counts, because there is no real "completing the game" to speak of.

 

[joe-h2o]

Halo
Transport Tycoon (old school!) (low initial loan, high interest, AI starts immediately and has high construction speed).

I can't think of many others - Star Trek Elite Force maybe?

 

[Sir-Kamina]

Just To MANY To Put Down -.-
I Pretty Much Beat Everything On The Hardest Difficulty
Thats Why Getting 1000gs In Darksouls Was A Piece Of Cake

 

[SaikyoKid]

I'm in the only play games on hard mode camp myself. I haven't played a game on easy since I was in elementary school honestly.

If I were to get any noteworthy ones I remember though, a few of them include:

Ninja Gaiden 1 and 2 (Xbox and 360)
God of War 1
Devil May Cry 1 and 3
Goldeneye (At least to the point where you get 007 mode)
Halo 1
Metal Gear Series
Battletoads (Genesis version)

 

[kaizen2468]

I normally don't bother with hard modes. I think the only game i've ever beaten on a hard mode was Mass Effect 2 on Insanity

 

[Negotiator]

I've only recently begun playing games in other difficulty settings than Normal and usually I need to get a trophy to be arsed to do it. I guess it's mostly because I have so many unplayed games in my collection that I don't really have the time to play all of them on Hard or Impossible or even harder.

My list is as follows:
Call of Duty: Modern Warfare 2 (Main Story: Hard, Veteran; Spec Ops: Hard, Veteran)
Dead Space (One Gun)
Dead Space 2 (One Gun, Hard, Impossible; Hardcore until the last three chapters)
inFamous
inFamous 2
Mirror's Edge (No weapons used)
Uncharted: Drake's Fortune (Hard, Crushed)
Uncharted 2: Among Thieves (Hard, Crushed)
Elite Beat Agents (Cruisin', Sweatin', Hard ROCK!)

There might be some I've forgotten.