NiGHTS into Dreams was ported to PlayStation 2, and thence onto PC, PS3 and Xbox 360.
Technically Tomb Raider was out on Saturn in Europe a few weeks before PlayStation and PC, but that's really being silly.
Edit: Forgot I'd already mentioned Panzer Dragoon for PC elsewhere, but there was Sonic R for PC as well, as with Panzer Dragoon, later ports of Sonic R are based on the PC version AFAIK.
Technically Tomb Raider was out on Saturn in Europe a few weeks before PlayStation and PC, but that's really being silly.
Edit: Forgot I'd already mentioned Panzer Dragoon for PC elsewhere, but there was Sonic R for PC as well, as with Panzer Dragoon, later ports of Sonic R are based on the PC version AFAIK.