Pretty self-explanatory, yeah? Okay, here's all I know:
Legend of Zelda, Ocarina of Time and Majora's Mask for the N64: If you leave Link alone in a cold place (snow, cave, rain) for long enough he'll start sneezing. They're pretty good. I'm not into male sneezing, and even I can appreciate Links sneezes. 
Suidokin 4: As I understand it, one of the characters attacks by sneezing 
The game is hella expensive, so I haven't looked into this. Yet.
Metal Gear Solid 1 and 2 for PS2: In 1, Snake will sneeze if you leave him standing in the snow for a little while. And in 2, Raiden will sneeze during the part where he's nekkid. Also, if he's wet and left standing. Also, when he gets his clothes back he talks in a stuffed-up voice.
Dragon Ball Z: Budokai 3 for the PS2. Launch sneezes half the time you enter the capsule shop. Also, I remeber someone said that she and Bulma sneeze in story mode at some point, but I haven't found those yet. Any help would be appreciated; this games story mode is so hard to navigate I can't find any of the extras without a strategy guide.
That's all I got. Anyone else know some?