Personally, I remember Home Alone 2: Lost in New York the most, I don't know why, maybe because it was the only game I couldn't get past level 3. Anyway, it was the game that pissed me off the most, but I will never forget it.
Sonic 3 and Knuckles, though every single Sonic game gives me nostalgia. As for non Sonic titles, The Lion King, Jurassic Park Rampage Edition, and Judge Dredd come to mind too.