Can't say I've ever had them stop working, but I've had lots of problems graphics wise. A few seem to just jutter their way along, merrily ignoring the rest of the world.
One thing that surprises me is how some games that are ten or so years old, actually have the options for big resolutions - for example, Populous: The Beginning and Ghost Recon seem to be able to go up to the 1600s.
I'd imagine that a lot of games would have trouble running on Vista, though.
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