Eternal Darkness: It pains me that I haven't finished such a creative, evocative game. Every time I get to the Pillar of Flesh level, I make the mistake of putting the game down for a week and lose interest in completing it.
Grand Theft Auto: San Andreas: I hate that I've finished 99.6% of this game twice and that both efforts ended with the final "Crack Palace" sequence. Perhaps it deserves another go...
Dark Cloud: I really want to like this intriguing RPG for the myriad of activities it combines. But when I start playing, the wealth of gameplay elements overwhelms me. I never get very far past the first town before the prospect of going through the rest of the game extinguishes my desire to play.
Does anyone else have any shadows of unfinished games that still haunt them?