Warcraft 3: The Frozen Throne. It's a rare game that I purchase and don't finish, I don't spend those dollars on games lightly, but I could just never bring myself to knock this out. The whole hero dynamic bothered me so much, and it was even stronger in the expansion than the original. In fact the missions become just one big 'exploit X super-ability, wait for it to recharge, and repeat' mess until I want to tear my hair out. I will admit that I tried out WC3 MP and got severely annoyed by it before I bought Frozen Throne, so that probably hurt my desire to finish it as well.

Black and White. I had fun with this game. I genuinely thought it was cute to develop a little pet into a big critter, and throwing villagers around cracked me up for a good while. Then I got to the part that was broken. You couldn't pass it (Except under certain completely luck based circumstances) and the patch took months to come out. I didn't feel like waiting, so I uninstalled and never looked back.

The X-com series. I bought these out of a bargain bin knowing that they're legendary in some circles, but I've just never managed to sit down and install them to play. Maybe someday?

GTAII: San Andreas. I installed it. I played for awhile. I got to the point where my character has to get on a treadmill in order to progress...

I own a treadmill. It isn't fun, but actually getting on it myself would make me feel better and maybe even get me laid, so...

This game is still installed on my laptop because I love driving around sometimes, but I actually like the driving better in Vice City, so I never play it and I've never progressed past the treadmill 'game.'

I'm sure I have others, can't think of them at the moment.