Even more important than these titles are the game engines they created, with dozens of games based on the UnrealEngine1, dozens more on UnrealEngine2, and lately, many of the new FPS titles are based on the UnrealEngine3.
This list is for all North American titles. For a list of UK/EU/PAL versions, got to Unreal (EU/PAL) series.
I'm also making lists of all games based on the Unreal Engine.