Radical Rex (The Genesis version is 100% anthro, whereas the SNES version for some odd reason had the main baddie replaced with a human. Good-bye consistency!)
Altered Beast (Genesis)
Chip n' Dale (NES)
Tale Spin (TG16, Genesis, SNES?)
Sonic: The Fighters (Or hell, why not just put every Sonic Game on this list?)
The Kao The Kangaroo series (PC, Dreamcast, one for GBA)
Kung Fu Panda game (PS3, Xbox, Wii)
Teenage Muntant Ninja Turtles (NES, SNES, Genesis, Gamecube)
Claymates (SNES)
Inherit The Earth (DOS)
Anubis II (Wii; An absolutely frickin' TERRIBLE game that stars an anthro hound)
Seiken Densetsu 3 (SNES, You have a werewolf main character if you choose)
Unlimited SaGa (PS2, One anthro character from some wind tribe.)
Odin Sphere (The Pooka Prince, Cornelius)
Ty The Tasmanian Tiger (PS2, Gamecube?)
Mad Dash Racing (Xbox; wasn't there a prequel to this?)
The Bubsy series (PS1, SNES, Genesis; horrific control)
Kingsley's Adventure (PS1)
Magical Starsign (Mostly anthro; the rabbit and the lizard playable characters)
Children of Mana (NDS)
The Donkey Kong Country series (SNES, GBA)
Holic Online (The playable Koshare race. They aren't 100% anthro--more like 95%--but it's anthro!)
Final Fantasy XI (PC, PS2, XBox 360; This is more 25% anthro. The Mithra race, and the Tarutaru race, and the anthro headgear [Cacaroon's Hood, Cougar/Pather Mask, Lamia Headgear] will give you an anthro look to your characters)
Perfect World Online (PC. The Beast race.)
Mappy (Atari?)
Yoshi's Island/Story/Topsy-Turvy/DS (SNES, N64, GBA, DS)
Ardy Lightfoot (SNES)
The Conker series (N64, XBox 360)
Killer Instinct series (SNES, PS1(?), N64; That wolf dude)
Darkstalkers series (PS1; Talbain)
That's all I can think of.