NES - Super Mario Bros, came with the unit.
SNES - Street Fighter 2. My parents knew at the time what a big fan of SF I was because of the constant pleading with them to take me to the arcades, and so bought me the game as well as the SNES for Christmas.
PS1 - WWF Warzone.
PS2 - Dead or Alive 2
PS3 - Street Fighter 4
PS4 - Ryu Ga Gotoku: Kiwami, Note I don't currently own a PS4, but I bought this game in Japan while I was there expecting that I will buy a PS4 in future...