I've beaten every game that has kept me interested to the finish.
Games these days designed to be beaten, or people start crying about not having access to all the content they have paid for.
The next game I play I might try on the hardest difficulty straight off.
Oh just remembered but I don't know if it counts. I was never able to completely conquer the entire maps in the Total War series... I'm not sure if its even possible to do so.
Street Fighter II on hardest difficulty starting from the first fight to beating Segat without continuing was absolutely brutal.
Also 100% completion of the Original Mario Kart on the highest difficulty was tough, ******* Donkey Kong on the Rainbow Road... Argggh