Ohhh boy.. where do I start?
On metroid, I must collect absolutely everything. All the expansions, scan everything (for the later games), visually inspect every square inch of every room.
On pokemon, all creatures in my latter must be around the same level. I spend more time training in one spot than I do with the actual game, sometimes several hours in one spot.
More recently, on Bioshock, I must check every single container, always have max ammo for all my important guns, and never die. I know this sounds weird for bioshock, but I was way to careful with not dying. Hell, I didn't die once until I played on the last difficulty.
(That first time I died, I remember the terror that soared through my mind, that shear terror of losing precious progress. The first time I was sent to the vita chamber, I was confused for a minute, and I didn't know how to get out.)
Ok, I'm bored with listing games.
In any situation involving a sniper rifle, I tend to conserve the ammo, almost to the point of obsession. It always hurts me when I waste even a single sniper bullet.
This has been mentioned many times before on this thread, but I'm also an obsessive reloader. It's become more of a subconscious act to reload, and sometimes I reload in the middle of a firefight without even meaning to. Many times in halo pc, I usually reload if I miss a single shot with a sniper.
Also, another compulsion listed here is the pack rat syndrome. Looking through this thread, it's instantly apparent that I'm not the only one who can never throw away anything.
In almost every game, usually in the campaign, I must inspect everything, kill every enemy, pick up all ammo, etc. or there will always be a constant void in my mind and it won't leave until I finish absolutely everything I haven't finished before.
I'd post more, but this post is lengthly enough and I'm getting tired.
edit: Also, something I just noticed (though, not related to gaming), after I post anything that might be read by anyone, I go over the entire text, making small edits, correcting ever error. Even after I post the finished text, I reread it and make small adjustments to make it sound better. I've already edited this post twice.
edit: fourth revision. damn me.