I still recall the games/bundles I initially got with mine:
Spectrum ZX: CJ's Elephant Antics
Atari 2600: Defender II & Pitfall
Master System II: Alex Kidd in Miracle World (built in), Action Fighter, Sonic 1, World Soccer, Super Monaco GP
Mega Drive: Mega Games I (Columns, Super Hang On, World Cup Italia 90), Mega Games II (Streets of Rage, Golden Axe, Revenge of Shinobi - possibly the greatest single cartridge of all time), Batman, Steel Empire
PS1: Tekken 2, Porsche Challenge (underrated!), Adidas Power Soccer International 97, Crash Bandicoot
PS2: Timesplitters, Smuggler's Run, Tekken Tag Tournament