Let's see, games I didn't finish...
Neverwinter Nights: I got fairly far, but then I just sort of lost interest for a time and wound up selling the disc. I recently got it on GoG, but it's actually a bit difficult to run on my computer, and I'm finding that compared to newer games, the gameplay is actually a bit irritating with the henchman system; they're either being ineffectual in the back or charging ahead and having all the fun.
Fallout New Vegas: Again, got a ways in, but then I found that there's a "right" way to play and a "wrong" way. Or more specifically, there's an expected way to play and then there's the way I was playing. Apparently I was expected to make a beeline straight for New Vegas and ignore anything not part of the main plot along the way. What I -did- was stop at each town along the path, talk to people, get side quests and go on them. Eventually I just got kind of, well, frustrated with it because I felt like the way I was playing was "wrong" because I was making no headway in the plot, but didn't like the idea that I was supposed to IGNORE things right in front of me.
Quest For Glory V: Oh God, that in-game timer. It was like an hour of in-game time passed for every MINUTE of real time! And when you've got time-sensitive activities to go on, that gets irritating, FAST.
Dead Rising 2: I lost my interest in console gaming before I finished this game, basically.
Alone in The Dark (2006): Despite being a fan of the original trilogy, this one was a serious screw up. The controls were sketchy, the plot needed to be a LOT more subtle, and I can't say I was a fan of Carnby's new look (though it was tolerable). Like Yahtzee said, there were a lot of good ideas here, but the execution was terrible.
As for games I'm playing currently...
Mercenary Kings: A fun Metal Slug-esque game with customizable weapons. I'm moving along through the missions (with the help of a friend) but there's quite a few of them.
Payday 2: Awesome multiplayer game where you and others play as members of a four-man heist crew, pulling off a variety of high-stakes jobs, ranging from bank robberies to guarding drug shipments to political frame jobs. Of course, as this game isn't exactly made with an end in mind, it's not like I'm going to "complete" it.
Scratches: Point-and-click puzzle game in the vein of Shivers and The 7th Guest. You play an author whose bought a mansion in the English countryside, once owned by an architect and engineer who was suspected of murdering his wife just before he died under mysterious circumstances. I should probably pick this one up again soon; it's sort of been sitting idle while I've been on a faster-paced game kick.
Don't Starve: A hard-to-define game, you play as a "gentleman scientist" - or one of several other oddball characters - trapped in a wilderness world by a demon and must learn to survive by exploring and making use of the environment around you. I've been playing this game on and off; the thing about it is every time you die, you have to start over from scratch. Good thing it's fun to do, or I'd probably get frustrated as hell, heh.
Team Fortress 2: Do I really need to tell anyone what this game is?
Stealth Bastard Delux: A platforming puzzle game where you try to navigate though mazes full of stealth-based traps. A fun little time waster, but naturally on some of the harder puzzles I get bogged down (as is my current predicament).