Eternal Darkness for the GameCube. Sadly its "Spiritual Sequel" as it was called got lost in early crowd funding limbo. Plus a lot of bad decisions by the company that ultimately saw bankruptcy means one of the best H.P. Lovercaft games might be lost.
Primal Rage, I know has a late stage beta out there somewhere. I've seen it on youtube. The first game seemed to be a decent success. But, with the violent video game backlash,and probably production cost of the games stop-motion style graphics caused the sequel to go unreleased.
Speaking of fighting games, Cardinal Syn for the PS1. If you look at the intro cinematic, they it seems like they had this big LOTR style world that they really wanted to play around in. There's also a few unanswered question they could answer. Who was the traveler? What was his contention to Syn-the game's big boss.
I'm sure there's more I'll think of later.