Assassin's Creed (series).
If I hadn't purchased II, IIb & IIc at the same time before starting the first one, I wouldn't have continued past Altair. My fault for buying games when they're cheap before really finishing what I already have. I'm still working through IIb. At this point, I just want to get my money's worth and find out how the damn story ends.
Oblivion.
My awe and appreciation of Morrowind made Oblivion a no brainer to buy when it first came out on PC. I spent the better part of ten years playing Morrowind and only stopped meandering about when Skyrim was announced. I thought that I should at least finish III so that I can finish IV so that I could play Skyrim when it came out. Admittedly, it may have been a "pig is full, meal is sour" development, but I couldn't wait to finish Oblivion. I essentially finished it as a level 5 Dunmer, ignoring all the side quests. 54 hours later, I was glad to turn it off. Didn't even try the Knights or Shivering Isles expansion. I can't put my finger on why I didn't enjoy the game. I do know that it has made me hesitant to start up Skyrim, even though it sits on the shelf waiting for me.