I have every Fire Emblem that was released in the US complete in boxes, does that count?
I also have in some form at least one version of every Zelda released in the US (all physical except FSAE):
Spoiler, click to toggle visibilty
Legend of Zelda: NES
Adventure of Link: NES
Link to the Past: SNES, GBA (boxed)
Link's Awakening: GB, GBC
Ocarina of Time: N64, GC (boxed), 3DS (boxed)
Majora's Mask: N64
Oracle of Seasons/Ages: GBC
Wind Waker: GC (boxed), Wii U (bundled with system digitally)
Four Swords Adventures: GC (boxed)
Minish Cap: GBA (boxed)
Four Swords: GBA, 3DS (Anniversary Edition)
Twilight Princess: Wii (boxed)
Link's Crossbow Training: Wii (boxed)
Skyward Sword: Wii (boxed)
Phantom Hourglass: DS (boxed)
Spirit Tracks: DS (boxed)
A Link Between Worlds: 3DS (boxed)
Tingle's Rosy Rupeeland (EU): DS (boxed)
Color Changing Tingle's Love Balloon Trip (JP): DS (boxed)
I also have one of every F-Zero released in the US:
Spoiler, click to toggle visibilty
F-Zero: SNES
F-Zero X: N64
Maximum Velocity: GBA (boxed)
F-Zero GX: GC (boxed)
F-Zero GP Legend: GBA (boxed)
F-Zero Climax (JP): GBA (boxed)