Thank you for all the replies.
There seem to be more games that allow >2 than I initially thought. Some which I wanted to play anyway.
Mentalepsy: In the Disgaea games (some? all?), you can equip one weapon and several of anything else. You can equip three pairs of boots if you want.
That sounds pretty awesome. I imagine it to look pretty odd wearing several boots at the same time.
Thinking about it, wearing multiple gloves/robes/etc. should always be a viable way to raise one´s resistance to cold.
Hawk52: I think you can have as many rings as you want equipped in Morrowind, but you can only have one active, IE it's magical effect. I know that's true for spells cast on effect, but I'm not sure if that's true for static bonus rings/amulets.
Having played Morrowind for quite a lot of hourse, I am sure that only two rings can be equipped at the same time. There are rings with permanent effects (e.g. Denstagmer´s ring) and you can only reap the benefits of two of those. However, as a consequence of the quick access system of Morrowind, you can cycle through all your items that can be used to cast a spell (most magical rings are) pretty quickly and you automatically equip the item which corresponds to the spell effect. The same is true for weapons that have a "on cast" effect.
So you are not actually wearing those rings but you replace your currently equipped item with the enchanted item in the quick access list once you select the spell (this can be a bit annoying at times).