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[Ultimadrago]

Fire Emblem Awakening has your Barracks celebrate a bit for your birthday.

 

[calc84maniac]

Hatsune Miku: Project Diva f does. Probably the later entries in the series, too.

There are also events for each of the characters' birthdays.

 

[Man God]

Hmmm, I need to play some 3ds today.

Mine too. Happy Birthday, Birthday Friend.

 

[kubev]

You can purchase a Birthday Cake from the shop in Castlevania: Portrait of Ruin on your birthday.

 

[Cody_D165]

Nostalgia =)

 

[Švejk]

Project Rub

Spoiler

why do I know this...

Seaman.

Uhuhuhuhuhh

Weird this thread was made, cause today's mine too. =)

 

[ULTROS!]

Castlevania: Portrait of Ruin

You can buy a birthday cake at Vincent's shop when the date hits your registered birthday in your NDS.

 

[adamsapple]

MGSV
Also MGS2 had some birthday stuff in it

I really liked the MGS V Birthday scene. Probably one of the best scenes in the entire game.

If anyone hasn't seen it:

https://www.youtube.com/watch?v=J6uVcZ0x8qM

 

[Teriyaki Blues]

Dragon Quest IX does as well, all the DLC cameo characters give you parts of their outfits when you do special things in the game, one of them is talking to them on your birthday.