O - Off-Road Racing
Video Games A-Z
P - Project Horned Owl
Q - Q*Bert
R - Rival Schools - United by Fate
S - Swordquest: Earthworld
T - Total Carnage
U - Unlimited Saga
V - Vanguard
W - Walkuere no Bouken - Toki no Kagi Densetsu
X - Xenophobe
Y - Yu-Gi-Oh! Forbidden Memories
Z - Zoop
I personally despise this game, but it does start with Z.
A - Asstroids
That's a thing for some reason.
B - Berzerk
Yeah, going old-school here.
C - Custer's Revenge
D - Demons to Diamonds
Never really got into this one much.
E - Escape from Monkey Island
F - Final Fantasy
G - Gitaroo Man
H - Hello Kitty
No, I haven't played it but I know that it exists.
I - Initial D (Playstation1)
J - Joust
I adore this game!
K-King of Kings (Japan)
L - Legend of Legaia
M - Mappy Kids
N - Ninja Gaiden
O - Odin Sphere
P - Psychic World
Q - Q*Bert