Are there famous games written in .Net and/or XNA?
Schizoid is a pretty successful XBLA game. Does that count? (not really, but its the best I could find)
I think what you mean is are there any AAA-scale games made using XNA and/or XNA GS. To that, the answer is no. The games industry has been very slow move past C/C++ as the gold standard. This isn't for no reason, most AAA games would rather trade all the nice syntax and runtime support for an extra 5FPS and 50MB less RAM usage since both of those directly translate to units sold. Granted there is argument for lower development costs and faster cycles, but thats a hard calculus to use in this industry.
Terraria. It sold 200,000 copies in the first week of release on Steam. It's been in the Steam top 10 sellers list since. I'd say that makes it a popular XNA game.
Magicka is a new one. I played a bit of the demo and it seems pretty good.
Bastion. It just won 3 Spike Video Game Awards a couple days ago (not to mention all the other ones it already had - check link).
Funcom's (of Age of Conan/Anarchy Online fame) new game Bloodline Champions is written in XNA. It's currently in closed beta, but they have been quite generous with the beta keys.
Weapon of Choice is an Indie game from Mommy's Best Games. The game is written in C#/XNA. Gamasutra has a great post-mortem where the developer discusses using C# to write a game (he had been using C/C++ prior to going independent).
I don't know if it's considered famous but it did win some awards.
Plain Site had a lot of buzz when it first appeared:
One of my favorite simulators, Auran's Trainz is written primarily in .NET.
While not technically .Net, many games made with Unity3D. EA has recently decided to use Unity3D for many of thier new games. The Unity3D engine uses Mono (an open source implementation of .Net) as it's scripting engine. Due to runtime optimizations, script performance as high as 120% native code speeds can be achieved.
For lower end platforms such as consoles (which IMHO makes them unsuitable for hardcore gamers), Mono and by extension Unity supports FULL AOT compilation. This allows games made in a Managed language to run on platforms that do not allow JIT.
As Unity's rendering engine and core components are programmed in C++, you easily break the 60FPS mark as long as you don't do stupid stuff that would ruin the FPS in C++ games as well. Don't iterate through a huge list every frame. Avoid using division, multiplying by 0.5 is 10 times faster than dividing by 2. Don't read from files every frame, cache the data as you need it. Don't run any more code every frame then you need, stick much of your code in methods that are only called when they are needed.