The last game I beat - if I am not completely mistaken - is NAKAYOSHI on SNES.
I beat the whole thing, because there isn't much in terms of unlocking or nothing. It was pretty straight forward. I did however play the games multiple times, because I wanted to play it with every character you can pick (4 in total).
Other than that, I don't think I completed anything else recently. The games I have do have a lot of "unlockable stuff" I guess. xD