For me, it had to be Final Fantasy VII (7). Me and my best friend played that game for like three days straight with no sleep, it was the longest I've ever stayed awake in my life and it actually took me a good week to recover lol!
RPGs are so not for multiplayers. An MMORPG, yes. A table top RPG, of course. But not a console RPG. Even if it has co-op it gets sketchy.