Psycho Pinball - Mega Drive

Year: 1994
Developer: Codemasters
Genre: Pinball

The game features include an animated back-glass display, multiple bonuses including a multi-ball, extra ball and background music that changes based on active specials. There are three main tables: The Abyss (Aquatic theme), Trick or Treat (Horror theme) and Wild West (Western theme). But an additional gimmick is a fourth Psycho Pinball table (circus theme) that has bonuses that can launch you to the other three tables, leading to massively high scores (and very long gameplay times).

Project Zero II - Playstation 2

Year: 2004
Developer: Tecmo
Genre: Survival Horror

In this game, you play as Mio, one of two twins that get involved in a Japanese village's ritual.

I bought this because it's said to be one of the best of its genre on the Playstation 2. Even though it is scary as hell, I honestly didn't like it that much.

Castle of Illusion - Mega Drive

Year: 1990
Developer: Sega
Genre: Platforms

Mickey is on the trail of a wicked Witch named Mizrabel, who has kidnapped Minnie. On Mickey's adventure, he must travel through five doors, behind each door is a different world of illusion. The Enchanted Forest, Toyland, The Storm, The Library and The Castle. Each world contains gems, and you must collect all seven gems to be save Minnie.

Sonic Jam - Sega Saturn

Year: 1997
Developer: Sonic Team
Genre: Compilation

Sonic Jam includes all four of Sega Genesis' Sonics plus an extra tridimentional world where you can see artwork from the games, check promotional videos, and other neat stuff.