I must be weird then... Off the top of my head, the only two games that I own that I haven't finished are Red Dead Redemption (I got it late, then got distracted by other games coming out) and Amnesia (which I can only play for half an hour or so at a time... I'm getting there. Slowly and extremely cautiously, but I'm getting there.)
Edit: Oh, and never got through Fallout 3. Starting another playthrough here soon, but the bleak landscape doesn't keep me interested like the different areas in Morrowind or the lush greenery of Oblivion did.