The latest bought for me was Lego Marvel Superheroes for Christmas 2013.
But just before that I purchased Lego Harry Potter 2.
I think out of the themed games the only ones I don't have are Lego HP1, Rock Band, Indiana Jones 2 and Pirates of the Caribbean.
And I had Lego Star Wars The Complete Saga on xbox 360, but I lost it somewhere right after playing it. Which was a shame because I had played both SW1&2 on PS2 and now I wanted to play it again but get achievements.