GW has had a lot of these.
Firstly, one one that really bugged me at the time, was the way they did their worldwide campaigns. I might have gotten the order wrong, but from what I remember:
The first was the Armageddon one. Well, ok, they ran the Istvaan one early one, but Armageddon was the first big deal, worldwide campaign, your battles matter one. The results came in, the campaigning season was over, watch this space, things will keep happening. And...yeah, no. A battle report in WD between Necrons and DA that could have been set anywhere was set there, we were told there were big plans for the place, a couple of novels and so on, but it quietly faded away until Shadow War Armageddon.
Next, the Albion campaign. The bad guy from Mordheim...actually, Mordheim itself was supposed to be a big deal, stuff was going to happen there, but nothing did. A mention or two in some other books later on was about it. Having said that, the game itself went on to have lots of supplement, Empire in Flames, Khemri, Lustria, lots of new models (sadly no longer available), so it had a good run. Anyway, Albion was going to be A Big Deal. Loads of lead up to it in WHM and elsewhere, some good stuff, new models and scenarios, big worldwide campaign, Gav Thorpe accused of rigging it, WD mentions the results and things to come, and then that's it. Got overshadowed by the next WHFB one, after:
Black Crusade. And now this is getting annoying. Either Cadia falls and Abaddon moves towards Terra, or massive Imperial victory, they talk about putting the chapters back into legions etc. Lots of lead up again, and again nothing happens, forget the whole thing.
Then Storm of Chaos. Again, loads of lead up, again nothing happens. In this case everyone goes to Middenheim and then sods off back home for no reason before anything happening.
Now, I'm not saying GW should have had Cadia fall, or the Warhammer World be destroyed (though, kudos for actually doing that many years later), but there could have been some payoff. Or at least, some recognition that these things happened. Some Empire general in Albion doing something, anything would have meant that the whole campaign wasn't pointless.
Also, WHM (Warhammer Monthly), the magazine of 3-5 comic and issue that GW did, that got killed off abruptly. As in, they'd just started part 1 of a four part series (Kal Jerico becomes a Sump pirate), next month, nope, there isn't one. The mag could be hit or miss, though.
Also, I mentioned Shadow War Armageddon, the Necromunda-like game that's been discontinued in favour of rebooted Necromunda, and that Gangs of Commoragh (another Necromunda-like game)was discontinued in favour of. Looks like they'll keep Newcromunda for a bit, though, rather than chucking it out there and then forgetting about it.