not that many i think...
Bloodwych / Extended Levels
New Zealand Story
Another World (about the only game i can speed-run at)
Mega Lo Mania (as everyone except Oberon)
It Came From the Desert
Monkey Island 1 / 2
Beneath A Steel Sky
Indy Heat (hehe)
Rodland (2 player)
i think i did once nail Batman The Movie without cheats, but i only have fuzzy memories of my uni days, so its best not to list it.
i never used to have the patience when i was younger.... but i find now that as i play the games, i'm a lot more interested in beating it / achieving highscores than i used to be. Which reminds me, i still need to do the last level of Flashback so can add it to this list.... and i've found a stack of platformers i've got far on but never beaten.