Recently: Assassin's Creed: Brotherhood, Fallout: New Vegas (predownloaded, was meant to be a midnight thing - my first ever - but Steam decided not to unlock it until nearly 2am) and Rock Band 3.
A fe others in years gone by - Guitar Hero 3/Aerosmith/World Tour/5, Fallout 3... eh, more, can't remember.
Not sure how many there'll be this year: certainly Skyrim (midnight if possible, taking a week's holiday if I'm working by the time it comes out), perhaps Portal 2. Can't think of any other forthcoming releases that interest me.