@ mars2000you: Ah, thanks! I see! So, if you reach Level: PRO, can it be considered having beaten the game, or only if you've also played through the levels 13 to 20 in PRO mode? 
That's a question of philosophy .... the author of the Atari 2600 walkthrough suggests that the final goal is to reach a million points !!! Something for Meits ??? 
Oof, I was happy to get just beyond 200.000 points before I lost my last life! 
The only one I feel proud about:
Arkanoid
When I was 11 or 12 or something..
I cannot for my life understand how I managed, seeing as I cant get past level 25 now (34 years old , and heavy usage of save-states to even get to that level now.. heh
Quoting myself and replying to myself Well, anyhow, other games I've finished are Nemesis 2, Space Manbow..
Which leads me into: Manbow 2
Is this still available? I've been trying to find it, but cant find it for sale anywhere, even if that second batch is sold out I think it really should be available as a download, for a decent price ?
JohnHassink: I don't know how you were able to finish some of these very hard games without cheating, but maybe you have just practised that much. 
Especially Eggerland, Famicle Parodic 2, Feud, Fire Hawk, Gradius 2 & 3, Laydock Last Attack, Nyancle Racing, Penguin Wars 2, Undeadline, Xevious, Yie Ar Kung-Fu 2. Those games are just plain frustrating!
Meits: Gorby's Pipeline seems to be also very hard, or maybe I'm not that good on those puzzle games. I can't get very far on Puyo Puyo either.
I forgot quite a many titles from my list that I have also played through like both Snatchers, Mirror Maze and some others.