I have finished most of the Shantae games and 100% them in one sitting. I also remember back in the day I finished the first Alan Wake by pulling an all nighter.
I'm a person who likes to take breaks though. So it's fairly rare for me to finish a normal length game in one sitting. I can usually play for 2-3 hours and then need a break.
If I'm going fairly hard at it, I can finish most games within 2-4 days.