Are used games illegal?

While reorganizing my shelves, I found a few game CDs. Although they're all original discs, I'm absolutely sure I've never bought any of them.

I know from a practical standpoint I might be required to enter CD keys or similar codes, and I only possess the CDs, but not the game boxes, manuals, and sometimes not even the CD box. But my question is about the legality of installling and using the games.

Is it illegal to use an original game you haven't bought?

Does it depend on the country? Or the platform (PC/console) OR am I missing something?