Probably the last time I played Persona 3 or 4. I tend to keep a lot of notes on potential persona combinations for future levels, or when I need to use a particular persona multiple times, so I don't forget them.
LA Noire, funnily enough, I also had a notebook to put some notes in there, not that any of that mattered since getting the right person in jail did not make a lick of a difference, but it was fun for me.
I took notes of my character names in Guild Wars, since you need those to log in. Before that, it was probably the PlayStation port of Red Alert, which used passwords for your progression in the campaigns.