The ones that spring to my mind are:
Skies Of Arcadia (2 Discs)
Headhunter (2)
Shenmue (4)
Shenmue 2 (4)
Resident Evil: Code Veronica (2)
They are all PAL releases.
Although I've never played it, D2 also spans multiple discs, and I think the NTSC version of Grandia 2 had 2 disc (but the 2nd was an audio CD I think).
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