The last game you bought on a disc

Sims 2

Rage Anarchy Edition, Alan Wake Limited Edition, both in the same day, both Steam redeemable. Also Braid, same day.
And no, I don't regret it. It actually was a good deal - 10 euros all.

If console games count:

[05-31-13] Resident Evil Archives: Resident Evil Zero (Wii)
Have yet to try it, so no idea if it was worth it.

If only PC games count:
[09-22-12] Sam & Max Hit the Road
Was worth it.

Sims 3. Yes, because then it went on Humble Bundle, so I returned it and got a store credit.

Company of Heroes 2

Heroes of Might and Magic 3: Shadow of Death several months ago.

LotR Conquest

tomb raider survival edition a few monthes ago

Red Dead Redemption: GOTY Edition

About 3 hours ago.

Diablo 2 lord of destruction. And god I grinded that so much.

Metal Gear Rising.

luv it

Bought; Prey.
Won; Witcher 2 CE.

Saint's Row 4, less than a month ago. How could anyone regret buying SR4?

Assassin's Creed 2 Deluxe Edition back in 2009 (or somewhere close to that timeline). BUT, I am gonna get Assassin's Creed 4: Black Flag Skull Edition soon!! :) So happy!

EDIT: Of course I don't regret it. It was the best 60 Euros I've ever spent... Well, maybe besides AC4:BF. Who could regret bying AC2 anyway?

Bit.Trip Complete on Wii.

Did you mean CD-ROM? Then never! :D

The last one I think it was RUSE.Awesome RTS game :D

PC:Dishonored(but I got it as a gift)-I don't regret it a single bit.

PS3:Bioshock 1+2 -I regret it.I just can't aim with the joysticks.

Microsoft Flight Simulator X, did not try out yet

StarCraft II: Wings of Liberty and i didn't regret any game i bought on a disc so far.

Homefront, because removed from Steam... I haven't played it yet, so I don't know if I regret it or not. I probably should, because I shouldn't spend money on things I'm not going to play anytime soon, but at the same time -- might've been the only chance I'd get to get it on Steam at a reasonable cost.
Otherwise, Diablo 3 (some regret, but not much since I got plenty of good co-op fun out of it since all of my friends played it in Hardcore mode).

Counter-Strike Anthology.

I even got Deathmatch Classic and Day Of Defeat with it :D

diablo 3

Never bought one.

skyrim

Skyrim