Is there any ? For example the LucasArts and Telltale games ( in my case The Monkey Island promo pack from Telltale)

Problem with those games are always the linear puzzle telling. When you try to replay them, you already know how to go forward and this gets quite boring. Sanitarium is just an example.
Telltale solved this issue later on with putting much more stuff into for exploring, just like Sam and Max 3D-series.
Silent Hill, being a semi-adventure game, solved it quite easily with different puzzles by different hardships, different puzzles on easy, different puzzles on middle, different puzzles on hard. Quite a good idea.

I guess it depends how much you enjoy the story and how bad your memory is. I tend to play the monkey island trilogy about once a year.

How about the Penumbra series ?

I generally wait some time between replaying adventure games (i remember replay 3 time broken sword i was so in love with that game), no point in doing it if i can remember all puzzles and dialogue.
Telltale's game i always replay 2 time every episode i buy (not yet replay Monkey cause i've just bought it 2 days ago but already replay sam and max the penal zone i'm so in love with Max!!) cause i love to investigate all dialogue options and do the "Have you tried?" list.

I think it's a matter of personal preference. Some people require perpetual novelty, some don't. Many people refuse to watch the same movie, read the same book, or play the same adventure game twice. Personally, if the story is good enough, I'll happily go through it again. Some adventure games, like Loom, Day Of The Tentacle, Monkey Island 1+2 and Sanitarium, I've played through lots of times. And I have several books and movies that I've read/watched more than ten times each.

I think OP refers to Click and Point adventures.
If that's not the case, I'd like to add Prince of Persia: Sands of Time and Beyond Good and Evil. Both have lots of replay value. Go figures.

and to other adventure , horror games as well

You're talking to the guy who wrote the OP. Tell him what he meant, why don't you? ;-)

Only in the sense that you enjoy watching a particular movie more than once. I loved Monkey Island 2 but I won't be getting the Special Edition until its at a discounted price (yes even from $10) because I could solve the game in a couple of hours.

To me, replaying adventure games is generally dependant upon the enjoyment of the first go and the time passed from the last playthrough. So yeah, I replay the best adventure games every few years or so.

I still remember how to go about some of the puzzles in Myst and I only played it once back in the day. This is the reason I'm not such a huge fan, but when the adventure game is cheap a la GOG style, then it's worth buying even if it's only for one play through.

They are almost always extremely linear.
Two games that are less linear are
Under a Killing Moon series, which with the different dialogue options, can get you a slightly different game.
Then there is the game Blade Runner, where the "enemy" is always a different character, so the game can (within limits) unfold in different ways.
In general though, adventure games are not strategy games,
Oh, I don't know if you would call it an adventure game (I never did back then), but the game Murder! (1989 or something) has you as a detective called to solve a murder in a large house/mansion/etc where in each game the murderer and the way he/she killed the victim is different (like millions of combinations IIRC) and you have to find both to solve it successfully.
Great game btw.

Lucas Arts in `90 made a few experiments in the field of replayability of adventure games. "Indiana Jones and The Fate of Atlantis" gave you choice solve some puzzles, also part of the game depended on on choices made earlier (not to mention 4 different endings).
"Indiana Jones and His Desktop Adventures" and later "Yoda Stories" were quite unique. Those titles combined handful of predetermined "Main Quests" and "Sub Quests" with randomly generated tile based world. Please google those two to see how big replay value was added to a simple adventure game in middle 90.

An elegant solution to the current problems of the game industry would be a lobotomy breakthrough that would allow us to enjoy the same game over and over gain... it will happen in our lifetime.