House of the Dead, several times, with as few as 5 credits, i reached the final boss with one credit one time, he's harder but you're rewarded with a power up room before him if you do this.
House of the dead 3, tho i never was as good at it as HotD 1.
Metal Slug 3 with friends, took us like 30 credits between all of us (we alternated)
Power Instinct Matrimelee, several times, i even was able to dominate the game as to finish it with one credit, which is quite a task since the final boss is bullshit.
Megaman 2: The power battle, same as above.
Waku Waku 7, tho mostly in cabinets with auto charge set on, Fernadez is bullshit without it.
Tech Romancer: Some story mode branches and Hero mode.
The simpsons arcade, it was on a birthday party when i was a kid, and it was awesome.