Maze of Galious! We borrowed it from friends in about 1988 and I played it with my brother and sister and friends for a very long time 
Later, when we had an MSX2, I also played several other games for longer periods of time, mostly RPG's, to finish them (like Ys series, Xak series, Dragon Slayer VI). And yeah, Aleste 2 and Space Manbow also got quite some attention.
Sorry for reviving an old topic but hey it's still open 
By far the most time i have spent with a game is with SD Snatcher.
With no scc cartridge and the Japanase version it was a blast to play and finish the game.
Later i played it again with the scc cartridge and the english version
When our first MSX entered the house, it came with the following games which my stephfather bought with it:
* North Sea Helicopter
* Oh Shit!
* Finder Keepers
Never played them that much. Especially North Sea Helicopter sucked big time. At school a friend gave me a tape with Zanac, Boulder Dash & Yie Ar Kung Fu 2. So I played these a real lot. And later on I saved up all my pocketmoney and bought Nemesis 2. Countless of hours went into that one
