Looking at the OP, I miss Anthony1.
I believe Demolition Man might be the last US Sega CD game? I see a release date of November 15, 1995 listed in a few places. I know Lunar 2 came out in the summer and a few games came after. Wild Woody is another possibility; I'm pretty sure it was late in '95 when it came out, and I can't find a proper date listed anywhere.
Originally Posted by TheShawn
The last Genesis game was supposably Frogger - from what I heard.
DERP
The last (licensed) Genesis game was definitely Frogger. I believe Frogger was also the last US SNES game.
For Game Gear, I'm pretty sure Super Battletank originally came out around 1994, and the Majesco release in 2000 is just a reprint. The final GG release was The Lost World, as far as I can tell.
I'm pretty sure the last Intellivision game was Spiker! Super Pro Volleyball.
Originally Posted by TheShawn
There were several other late GBC releases that either noted GBA support or brightened up the palette to be more visible on the GBA's darker screen. I know of at least, in addition to the Zelda Oracles games: Shantae, Harry Potter & the Chamber of Secrets, Wendy: Every Witch Way, Power Rangers Time Force, and Hamtaro: Ham-Hams Unite.
There may be a few more as well.