The only ones I'll mention are the ones I have plans on finishing sometime soon (or starting in the case of Batman):
Bioshock Infinite Burial At Sea part 2 (PC)
Metal Gear Solid Peace Walker HD (PS3)
Master Reboot (PS3)
Trine 2 (PS4)
Strider(PS4)
Injustice Gods Among Us (just got it last night though) (PS4)
Batman Arkham Asylum (haven't started yet, will soon) (PS3)
Assassins Creed 2 ( second playthrough) (PC)
Far Cry 3 Blood Dragon (PC)
Killzone Shadow Fall (4th playthrough, this time on elite difficulty (only 3 lives for entire campaign)) (PS4)
Vita:
AC 3 Liberation
Oddworld Strangers Wrath
Uncharted (2nd playthrough, love this game)
Sly Cooper
Unit 13 (probably not gonna finish. Don't like it very much, too difficult)
F1 2011
WRC 4
Resistance Burning Skies (2nd playthrough for platinum)
I've been getting pretty good at finishing games though. I used to start games and just completely lose track but lately I've been a bit more focused. I played Bioshock a bunch tonight, I'm gonna play some MGS after I play Destiny for a bit tonight.
Finished Wolfenstein, Red Dead Redemption, and Dead Nation recently. Most games on PS4 I finish quickly though. PS4's my preferred console to play on.