Super Mario
Metroid
Legend of Zelda
Punch Out
These are the big ones for me, I've owned every console release for the games, for Zelda and Metroid I had all the handheld up until DS as well. These franchises will eventually lead me to buy a WiiU.
More recent franchises are;
Splinter Cell (really Tom Clancy in general for this gen, have everything except HAWX 2)
Assassin's Creed (although I haven't finished 3 yet and haven't started 4, but I do own both games)
Gears of War
Batman Arkham
Bioshock