I would never do that, especially not with a new game! I personally like to savor the games I play, save ample time for savoring every boss, every cutscene, every area, every secret.
That being said, I have watched someone play Resident Evil 2 from beginning to end in one sitting during a live stream, I mean I obviously had to get up to eat and drink and wash and all that stuff, but other than that I just sat there and sorta watched the streamer and communicated through the live chat.
I have also left games on overnight without exiting them and came back to them and finished them over the course of a week. I just finished doing that with Castlevania: Rondo of Blood. I have also finished certain segments of games in one sitting that sort of stand by themselves as an individual game, like each of the "episodes" in the Lego Star Wars games I have done a couple times in one sitting each.
There are also games that sort of intend for you to finish them in one sitting, like Star Fox 64. And I did finish that in one sitting on a Thursday evening in 6th grade. Oh 2015, the year that forever changed me.