All the linear RPG's and FPS's I more often than not finished. Real-Time Strategy or linear Turn-based ones (those Disciples and Heroes of the world) I also mostly finished. I never could finish a TW, a Civilization, a Paradox game, or The Sims ( ) without a cheat -- The Sims' ending being the gruesome death of my character(s) because its God and Creator feels a sadistic streak.

I don't know how you'd consider Morrowind and Oblivion "finished," however. Finishing every little quest in the corner, or just the faction/main quests? Or finishing everyone in the game (save for the guards and, for Oblivion, the bandits)?