There's so many...
Sublogic Flight Simulator (the father of all PC flight sims)
Falcon series (first "electronic battlefield" sim)
Indy 500 (Papyrus) (first racing game with hard core physics model)
Wolfenstein 3D (the original FPS, proto-Doom)
Operation Flashpoint (first true combined arms first person combat game)
Combat Mission (first physics based strategy game)
Earl Weaver Baseball (first physics based sports sim)
EA hockey and football series (consistent innovation and brilliance)
Dale Addink's MMOG flight sim series. Not the first but IMHO the best of the breed.