Final Fantasy VII, VIII, XI. VII I got to the last boss and decided I didn't want the game to end.
The other two, I just lost interested in them.
Similarly, Legend of Dragoon, because grinding was a ***** and, again, took too long.
Spyro the Dragon - not sure why I didn't. Currently play it on my Vita, and intend to complete it this time round.
Half Life - Supposedly a great game. Stopped playing early on because I thought it was boring.
Silent Hill 4 - there's a great game in there somewhere. Just too much backtracking, the puzzles are lame, as is the level design.
Elder Scrolls: Oblivion - fun for about 3 days, and then you realise you're just doing the exact same thing. Even the locations are all the same.
Zelda: Ocarina of Time - ambitious game, but too much so. Takes too long. Outstays its welcome.
Grand Theft Auto 3 - Takes too long. Outstays its welcome.
......I'm noticing a trend here. I don't like really long games.
Beyond Good and Evil - Played too much like Zelda, a game that hasn't exactly got the best controls to begin with. Was a bit too cheesy in terms of story.
Dark Souls - Too hard. Lack of reward. Got to that castle with the snake headed guards and then called it quits.
Suikoden 2 - I think I got to the last boss, but it was way too hard. And I wasn't willing to grind 100+ characters.