Just the once. Halfway through my second play through with the PS3 HD version now, although this has taken me a while (I got it when it came out). If you can't tell, barring RE6, RE4 is probably my least favourite main RE game.
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I've most likely beaten it 7 times now. But the game has beaten ME one time, so the score is:I've not counted, but I believe I've rounded the main storyline about 6 times now.