Gothic 3 was unplayable out of the box. Good thing I bought it after the patch came out.
Speedball Tournament installed and booted fine, but crashed every time I actually tried to play instead of mucking around on the menu screen.
Deus Ex 2 doesn't even boot on my current machine. Ironic, since I was able to finish Thief 3 on the previous one (albeit slowly and with many, many crashes).
But the most annoying for me still has to be Cthulu: Dark Corners of the Earth (yes, bad Bethesda). You can play it, you can even get the auto-save at the beginning of each level... but that's it. And DCotE is supposed to be hard even withworking save points...
The last straw was when I finally got past Dagon, crawled onto Devil's reef and... the autosave didn't work. I uninstalled it on the spot and never went back.