All games that still have levels even after you complete them. Like the 3D Mario games, you usually only need 60 stars/whatever to beat the story but there's still another 60 stars after that.

And Zelda with all of the sidequests and items to collect. And attempt at doing the whole game with only three hearts.

Most replay value would have to be Portal because even though I've completed it so many times I still can't believe how well they actually coded the portals and how intuitive the gameplay is. Also the achievements.