Several games have in fact.
Pokemon Silver - ok, when you're 8 or whatever, beating the Elite 4 and "Red" (*cough, cough* Ash *cough*) about twenty times and getting my Typhlosion to level 100 was very satisfying.
BioShock - the fact that I never died once during any of my playthroughs and the fact the entire experience/gameplay/story/etc. always kept me on my toes was just satisfaction all over.
Rock Band - actually being able to beat the entire game on two separate instruments was great, esp. when it's 1 in the morning and you're sleep deprived and are getting carpel tunnel syndrome.
Perfect Dark Zero - yeah, the game wasn't that hard, but it was the first FPS I ever played, so looking at it as the mastering of the basics of the FPS genere and moving on to the bigger and greater FPSs, I call this one satisfying. (also, this is the game that got me into the genre and gave me a inspiration for a story to write.)