Well I played through Call of Duty 4 in pretty much one sitting, which took me to 4am last night. I usually like my games one bit at a time, at least I think I enjoy them most that way. Last I played was Half-Life 2 Episode 2, over about 2 weeks.
COD4 however took me all the way through. Nothing groundbreaking about the game, but it's brilliantly done and the continuous mindless rampage is very addictive. Plus it looks great, and it has those cool Ooh-ah moments.