I.e., games that hooked you in and you couldn't stop playing until it was finished. Not games that just happened to be unexpectedly short. And by "completed" I guess I mean the main story etc, not 100%ing the game :).

For me, it would be Catherine, Bioshock Infinite and Black Mesa (although I think I got to the final area then had to go to sleep and complete it the next day). I also played an ungodly amount of Hades in one sitting, but didn't get the "full" ending in one day.