I like this thread.
Here's what I've got:
Tele-Games Hockey-Tennis II - I've never managed to get this darn thing to work, but I love the way it looks and consider at least one pong console to be essential in anyone's retro collection.
Ice Hockey (NES - complete)
Blades of Steel (NES)
Great Ice Hockey (Master System)
NHL Stanley Cup (SNES)
Street Hockey '95 (SNES)
NHL '94 (SNES - complete)
NHL 96 (SNES - complete)
NHL 97 (SNES - complete)
Wayne Gretzky 3D Hockey '98 (N64)
NHL Breakaway 99 (N64)
NHL Blades of Steel '99 (N64)
NHL Hockey
NHLPA Hockey '93
NHL '94
NHL 95
NHL 96
NHL 97all complete!
Brett Hull Hockey 95
Mario Lemieux Hockey
ESPN National Hockey Night
NHL All-Star Hockey 95
Wayne Gretzky and the NHLPA All-Starsall complete! except for the Gretzky one, missing the manual.
Air Hockey (PS1)
NHL 2000 (PS1)
NHL 2001 (PS1)
NHL Championship 2000 (PS1)
NHL Rock The Rink (PS1)
NHL 2K (DreamCast)
NHL 97 (Saturn)
NHL All-Star Hockey (Saturn)
NHL '94 (Sega CD)
NHL 2003 (PS2)
NHL 2K3 (PS2)
NHL 2K6 (PS2)
NHL Hitz 20-02 (XBOX)
NHL 09 (PS3)
Personal favorites are Ice Hockey for the Intellivision, even though I don't own it, it's the only Inty game I remember playing as a zygote. NHL Hockey for Genesis, NHL Hitz 2002 and NHL 09 because it boasts an optional NHL '94 control scheme.
I used to have NHL 2001-2006 for PS2 but I left them with my dad and they were subsequently lost somewhere in their house. I can't really afford to keep up with the current NHL series, which causes me great physical pain because they look amazing and always get excellent reviews.