Half Life (breaks during upgrade, reinstall cures it)
Soldier of Fortune (breaks during upgrade, reinstall cures it)
Dungeon Keeper 2 (breaks during upgrade, reinstall cures it)
Those are the ones I know of so far, if you find others let me know and I'll post. If you find a way to make one work, email me and I'll post that as well.
update 8/22/01: I have been informed that Quake III and Soldier of Fortune actually do work under XP pro but they don't work under XP home. I have not verified this yet.