Oh, this list is huge:
RE4 (got bored),
God of War 2 (that final corridor before the end boss is a slap in the face),
DMC (didn't think it was good at all really),
Okami (got bored as well),
God Hand (so much work, funny game though),
FF VIII, X, X-2 (annoying gameplay, boring gameplay, awesome gameplay but just annoying in general),
OniMusha 3 (finished the two before it though),
Red Faction (moving on),
Wild Arms 3 (tried picking up jrpg's again and failed),
Zelda: Link to the Past (yeah, I never finished it, okay?),
GTA 3 & Vice City (3d GTA = not my GTA, I didn't bother with SA or IV),
Commander Keen 5 (I distinctly remember never finishing this for some reason),
ES4: Oblivion (I'm not alone, I know),
Tekken 5 (I haven't got all the characters unlocked, became bored with it),
Neo Geo Battle Coliseum (same as above, but the reason is because the end-bosses are bastards),
Donkey Conga (to hell with rythm games, never bothered with guitar hero and when confronted with Rock Band I remembered why, I'll sing though),
Ikaruga (oh screw this),
Sonic 1,2,3 (I just replayed Streets of Rage 2 a few more times instead),
Battletoads (need I expand on this?)
There's gotta be loads I missed, but this is what popped into my head right now.