Civ 5 and XCOM more recently are probably strong contenders, but I think the most memorable sleep related gaming moment was when I was playing Minecraft on a server, digging a bunker underground with my quarry and pneumatic tube system for what must have been an hour or two. I climbed up to the surface at night and went around chopping trees when the sun started rising; the light on the screen blasting me in the face felt like I had just partied all night and was watching the sun rise, it felt really strange/bad. It was probably only around 3am in reality, but it felt like 7.
My friend and I used to play Monster Hunter for the PS2 all night in high school on the weekends. Those were some long phone calls, and some of the most epic gaming ever. Sometimes I'd play so much I'd dream I was still playing, which is not as awesome as you'd think.
I'm usually good about getting my ass off the couch and in bed (not necessarily to sleep) at a reasonable time. Usually only multiplayer console games cause me to really lose sleep. I definitely had some 4 AM Horde sessions in Gears of War 3.
The games that really get dangerous are the ones I can play IN bed. I have fallen asleep multiple times mid Hearthstone session. In general, though, I'm not a very good sleeper.
I finally got around to Assassin's Creed 2 a couple weeks back. I collected everything in the game in five days, only using a guide for the feathers, which, had I tried to find them on my own, would have easily doubled the fifty hours I spent on the game. My last week of vacation well spent! Even my wife was entertained because we've been to Florence and Venice.
Lightning Returns: FFXIII. All I can think about is how much I want to finish that game so I never have to play it again. Also, I hate leaving games unfinished, so I want to finish it as quickly as possible so I can start playing something else. It's one of the very few instances where I used a guide after a very short amount of gameplay, so I didn't go crazy from being constantly frustrated with the overwhelmingly tedious structure of this game.
Most recently it was probably Kara no Shoujo , I don't play many visual novels, but I found it to be pretty gripping, I didn't start sleeping well again until I finally hit the true ending, that's how you know a story is good, the bad endings keep ya moving to find resolution.
Kingdom Hearts HD 1.5 Remix, specifically Kingdom Hearts Final Mix HD. Decided to farm all the synthesis materials I would need to create everything in the shop, to the point that I refrained from actually "beating" the game until I did so (minus Sephiroth, went to bed at about three in the morning and beat him when I woke up)
I'm usually in bed by 11 or twelve, up until my overnight job started at least. I also noticed a habit, it seems I only stay up later than usual playing a game when I know I'm really close to beating it, so I fight through mild tiredness and finish the game before turning in for the night.
Back in the day, it was Dofus for me.... good lord, I could have been employed and looking for jobs instead of getting sucked into that one for months on end. Did my best to avoid MMOs ever since (nice try, League of Angels...)
More recently though, like many of you, probably Crusader Kings II... just... one...... more..... plot.....
Good times. Not so good sleep...
Ignoring staying up 30 minutes/an hour later to play something for example then it'd probably be Football Manager. Got really into it for one week and stayed up until 2am several nights in a row (having to be up at 5am the next morning for work...). Last unplanned all nighter was the original Dark Souls. Played from about 6pm until 11am when I finished the game (not from the start) which was 14 months ago now.
Minecraft and Terraria have cut into many of my nights. Just trying to get enough materials to get a new thing, then when I get that new thing I need to try it out, but oh, look I have all these other materials now... I should put them in a chest, but I don't want my roommate to "accidentally" take them, better build a new wing on the house!
I had a couple marathon sessions of The Last of Us, and since I was playing on hard I would usually call it a night once I was too tired and drunk to play right. I was amazed how easily I would get through that section the next day.
While helping my friend get through Dark Souls we played for about 6-8 hours, not realizing it was 4 AM until he closed out of the game and we saw the time on his desktop. We were shocked!
I guess I'd say Lightning Returns. Not because I was up all night playing it, but there have been times where I'd play right up until I go to bed, but the game is so fun and is so active in my mind that it makes it hard to actually get to sleep once I'm in bed.
The last game I played stupidly late into the night and lost a lot of sleep over was probably Romance of the Three Kingdoms VIII. Just one more turn. ONE MORE TURN.
On breaks and weekends, I usually stay up until 1AM, but I pulled out a little more than an extra hour to finish off Castlevania Dawn of Sorrow. It was this past Friday morning at 2AM when I finished it.
The last game that I really lost sleep over was Torchlight 2, way back in 2012. My brother and I played it over Christmas break for three and four hour sessions late into the night. We stopped at 4AM a couple of times and that was because one of us usually had to drag himself away from the screen. It's the only loot game that I ever really got into.
Otherwise I don't often stay awake past 1AM, and almost never past 2.
Except for when Diablo 3 got released, I can't really afford doing any of that with my current studies and other business. I sure would love to sometimes.
That being said, it sure has happened in the past, WoW being the most extreme example. Fortunately I've always been good at waking up early, no matter how long I stayed up. I did feel like a zombie and probably look like one as well, but at least I was at school!
I can't say I've ever lost sleep due to a game.. however when I was younger I was playing Ocarina of Time in the morning before school and I got to an unskippable cutscene.. and I just decided that this was more important than switching off and going to school. So I stayed home and played it all day.