I never could get the original Resident Evil to run right on my comp. I can't think of any other examples off the top of my head but there are countless examples out there. I don't play many PC games so I've largely avoided this problem, it's just something you hear about.

And while I'm sure there are many ancient PC exclusive games some people might want to play, most of the games I care about are cross platform so I can play them on an emulator or just use the actual console itself, whatever it might be.