After group stage, hattricks are not so common. Even in Group stage of the Champions League it is not something that you will see too often. Robin van Persie is now one of the footballers that can be proud of this great achievement.
We could see Lewandowski scored 4 goals against Real Madrid in semi finales last year. The season before, we could see 2 hattricks in Round of 16. Messi scored 5 against Leverkusen, while Mario Gomez scored 4 against Basel. In both those matches teams won more than comfortably (7:0, 7:1).
Arsenal won against Porto during season 2009-2010 and Lord Bendtner scored 3 goals in that match. Same year was good one for Messi as well, who scored 4 goals in quarters against Arsenal. In the semis Ivica Olic scored hattrick for Bayern Munchen against Lyon.
Lyon also have a player who scored hatrick. In the season 2004/2005 Wiltor scored hattrick against Werder and Adriano scored 3 goals against Porto.
Probably the most famous hattrick was on that Ronaldo scored at Old Trafford. That was night to remember (season 2002/2003)
In the period before 2000, we could see hattricks from Gerrard Lopez (Valencia vs Lazio), as well as Inzaghi (AC Milan vs Dinamo Kiev) and Del Piero (Juventus – Monaco).