And by that, I mean a game you know is bad, but you love it and play it anyway.
For me, I'd have to say it's a game called Champion Jockey: G1 Jockey and Gallop Racer. It's a horse racing simulation game where you act as a jockey and are required to win races to gain titles, and can also breed, train, and race your own horses. It's a Japanese made game, so parts of it are extremely silly... A lot of "jockey drama" with side characters and what not. The graphics are kinda cringe-worthy, but since I was always a horse racing fan growing up, I get a lot of enjoyment out of it.
What about you guys? Any games you keep in your closet of shame?