I was thinking "why this topic is not yet another poll?", and then I remembered there were a lot of ports of Lemmings 2 alone!
I completed:
Lemmings (Mega Drive, Master System, NES, MS-DOS, Amiga, Windows 95)
Oh No! More Lemmings! (MS-DOS, Amiga)
Xmas/Holiday whole saga (MS-DOS, Amiga)
Covox Lemmings (MS-DOS)
Lemmings Companion (MS-DOS)
Lemmings 2 (Mega Drive, Master System, SNES, MS-DOS, Amiga)
I played 3D Lemmings on MS-DOS and PlayStation, but I never liked it, nor I never liked ANWOL/Chronicles. Never managed to solve any level on any of them; I find them too complicated, and even boring.
On the other hand, on Lemmings Revolution for Windows, I solved a lot of levels, but nevercared enough to complete it.
A few tries to a demo of Lemmings Paintball, but that's all.