So I wanted to find out if any games other than Metroid Prime had invisible loading screens. By this I'm referring to the fact that  while you play Metroid Prime and its sequels, the game actively loads up the data for all the rooms directly connected to the one you're currently in, dumping the data out of active memory once you're two rooms away. (This is why monsters do respawn, but they don't do it the second you leave the room). They also built certain rooms for no other reason than to delay the player on their way to very large rooms, so that the game would have more time to load the data, by making them twisted tunnels or by filling them with easy-to-kill enemies like the little scarab things that just sit there in groups of about fifty and blow up if you touch them.
 
Thus, the only "loading screens" in Metroid Prime are the elevators between regions. Once you get there, you can walk from one end of the level to the other without a halt in gameplay unless you trigger a cutscene. 
 
Of course, then I discovered that there wasn't a page for such a concept, and when I went to make it myself, I realized that I didn't know if there were any games outside that trilogy that used clever little tricks like that to let you play while the game loads data. The single other one I can think of is Symphony of the Night; I played it on Xbox Live, but I'm assuming the little corridors between sections that had a CD on a plaque were there to give the PS1 time to load from the disc. 
 
Anybody got any other examples?

bioshock 1 and 2?

I think in SOTN those corridors between the sections of the castle could count as this.
 
maybe Resident Evil doors? Silent Hill: Shattered Memories doors?
 
Also:
 

 according to Christer Ericson, Director of Technology at Sony Santa Monica Studio, there is no installation and few, if any, loading screens to ruin your bloody carnage. He said this via twitter:

“And since people asked: #GoW3 has seamless loading. No install, followed by 10+ hours of play uninterrupted by load screens!”

"Mass Effect 1&2 does this, partially anyway. "

If you play Uncharted 2 from start to finish, there is zero loading apart from an intial 30 second to 1 minute load at the beginning (which isn't an install). I believe the trick is they start loading the assets for the environments and such during cutscenes, because if you instead play the game by selecting chapters, the game doesn't play the cutscene before the chapter begins and hence the game has to go into a loading screen.