The title sums it up, really. Has the ever been a game that you liked but you couldn't and likely will never finish, do to whatever circumstances?
Fallout 2 for me. I got to a certain point where I just kept getting my ass kicked. I tried looking for more side-quests to level up with but couldn't find anything, I gave all three of my companions the best equipment I could get my hands on but they still always died, and there really aren't enough random encounters to grind effectively. I tried playing on the lowest difficulty, but even then... dead, dead, dead. I tried starting a new character, but at that point the fun well had dried up.