Twilight Imperium, eight players, twelve hours. The game usually runs from six to ten hours. I love it.
I've also played an eight-hour session of Trivial Pursuit that just would not end. We were using a British edition from something like 1983, and all the orange questions were about contract bridge, boxing and cricket. The rule we were using was that after filling up your playing piece, you had to get to the middle and answer a single question of a predetermined colour from the next card in the deck. Since the orange questions were the hardest, this was always orange.
I finally won, at two o'clock in the night, after being asked which Welsh pirate had a rum named after him.