Here is a chart listing the percentage of titles in each of the four major North American sports leagues that have been won by the team with the most titles (that is, the Yankees, Steelers, Celtics and Canadiens):
To expand on the chart a little bit, 46 of the 106 World Series have been won by the Yankees, Cardinals and A’s, or 43 percent.
32 of the 45 Super Bowls have been won by the Steelers, Cowboys, 49ers, Packers, Redskins, Raiders, Giants or Patriots, or 71 percent (it will be 33 of 46 in a couple weeks, or 72 percent).
33 of the 65 NBA titles have been won by the Celtics and Lakers, or 51 percent.
The Canadiens, Red Wings, Maple Leafs and Bruins have won 54 of the 95 Stanley Cup titles, or 57 percent.
It seems logical that the sport that has the least number of athletes playing in a game would be the one that is the most dominated by one or a few great franchises. After all, in the NBA two superstars playing about 75 minutes a game combined can carry a team to a handful of titles. Those two stars (Pippen and Jordan, O’Neal and Bryant, etc., etc.) will account for about a third of the 240 minutes of playing time available for a team (five players on the court at any one time in a 48-minute game). In MLB and the NFL, on the other hand, with nine players (10 in the A.L) and 22 players starting each game, a single player should have less influence on the outcome of the game. The NHL, with a series of rapid shifts for the five skaters, while one goalie typically plays all 60 minutes of a game that usually only has a few goals scored by each team, is unique. I don’t know enough about hockey to guess exactly how important the goalie or the first shift is to a team with at most 23 players.
I have no formidable conclusions to present here, but the NBA is indeed (barely) the league with the highest percentage of titles won by a single team, and the NFL has the lowest percentage by far. More to the point, the Celtics and Lakers account for half of all the NBA titles won, and the Lakers have been in the Finals a stunning 31 times.
Misc. Baseball 
@stonelarry notes on Twitter that “If you expand MLB list to eight teams, they have won 75 of 106 World Series — also 71 percent.” Also, the Yankees have won 7 of the WS played since the Super Bowl started, which is very close to the Steelers’ 6 Super Bowl victories.