Army Men: Sarge's Heroes - Got scared of the spiders as a kid and never finished the campaign.
Alpha Protocol: Failed the hacking tutorial like 18 times (IIRC because it didn't tell you what keys to press for the PC version), figured out a way around it and the game wouldn't let me because I needed to finish the hacking tutorial, told it to fuck itself.
King's Bounty: Crossworlds - I ran into a situation where I couldn't recruit enough quality troops to beat the only battles left on the map (all very difficult) and got bored ramming my face into the battles trying to win with my few high quality troops or shitloads of cannon fodder.
The Witcher - The controls sucked and combat was insanely boring. Having to pot up before every combat was tedious, and the plot was nothing special. Lasted about 10 hours.
Impossible/Ironman XCOM and Insane Fire Emblem: Radiant Dawn playthroughs - In a normal playthrough, safe play makes things easy, aggressive play means risks but ends things faster. At those difficulties, aggressive play is impossible and safe play has more risks than aggressive play did at lower levels, the RNG is real. I just couldn't stand it anymore.
2nd-4th playthroughs of KotOR I&II, Bravely Default, VTM: Bloodlines, Borderlands I&II, Final Fantasy games - All these games have a considerable ramp up time before you unlock the fun abilities and actually get to play the good part of the game, I find myself running out of patience at some point on repeat playthroughs (ESPECIALLY KOTOR, dear christ Taris and Peragus are nightmares the 3rd-4th time).
Diablo II, Titan Quest, Torchlight I&II - These games are all insanely boring once you unlock your overpowered abilities and just spam them all day while kiting shit. Not even the "OOH SHINY" factor kept me going.
Half Life 2 - Ravenholm gave me nightmares even in college. I just hate spiders and facehugging things and the fast crabs are both.
Metroid Prime I&II - got to the final boss for both on track for 100%. Fusion Metroids creeped me out enough to quit playing and I just never got around to beating Emperor Ing.