It's quite a nice list, so I decided to post it. I'll update it everytime I finish a new one. 
Note: All of these games are finished without using any single cheat.
1. Return to Castle Wolfenstein
2. Max Payne
3. Max Payne 2
4. Hitman 2
5. Hitman Contracts
6. Project IGI
7. IGI 2: Covert Strike
8. Half Life
9. Half Life Opposing Force
10. Half Life Blueshift
11. Delta Force Task Force Dagger
12. Delta Force Black Hawk Down
13. Stronghold
14. Need for Speed Porsche Unleashed
15. Need for Speed Hot Pursuit 2
16. Need for Speed Underground
17. Need for Speed Underground 2
18. Need for Speed Most Wanted
19. Need for Speed Carbon
20. Counter Strike Condition Zero
21. Medal of Honor Allied Assault
22. Call of Duty
23. Call of Duty: United Offensive
24. Call of Duty 2
25. Doom 3
26. Doom 3: Resurrection of Evil
27. Aliens vs Predator 2
28. Aliens vs Predator 2: Primal Hunt
29. GTA Vice City
30. Carnivores 2
31. Carnivores Iceage
32. Half Life 2
33. Half Life 2: Episode one
34. Half Life 2: Episode two
35. Sniper Elite
36. Prey
37. Halo
38. Quake 4
39. Chronicles of Riddick: Escape from Butcher Bay
40. Splinter Cell
41. Splinter Cell Pandora Tomorow
42. S.T.A.L.K.E.R. Shadow of Chernobyl ( best ending, in which Strelok does NOT join the C-Consciousness )
43. Call of Duty 4 Modern Warfare
44. Crysis
45. Need for Speed Undercover
46. Dead Space
47. Doom 3 In Hell - Director's Cut Mod ( haven't found the 2 secret levels yet )
48. Doom 3 The Ultimate Hell Campaign Mod
49. TimeShift
50. Lord of the Rings: Conquest
51. S.T.A.L.K.E.R. Clear Sky
52. Splinter Cell Chaos Theory
53. Splinter Cell Double Agent ( best ending + bonus mission )
54. Call of Duty World at War
55. Medal of Honor Pacific Assault
56. Medal of Honor Airborne
57. Rainbow Six: Lockdown
58. Crysis Warhead
59. Far Cry 2
60. Hitman: Blood Money
61. F.E.A.R.
62. Star Wars Jedi Knight II: Jedi Outcast
63. Star Wars Jedi Knight II: Jedi Academy ( both paths, light and dark )
64. Star Wars Republic Commando
65. Wolfenstein
66. Chaser
67. Left 4 Dead ( Theoretically, this game is never over since it was developed mainly for its multiplayer side. But I finished the campaign with bots, just like any normal FPS. Including the "Crash Course" patch level. )
68. Call of Duty Modern Warfare 2