I have started a great many games over the last 25 years, but have finished about a quarter of them. Typically, one of two events will take place. I will get stuck, which leads me to become frustrated and move on to a different game. Or, I will get a new game, which grabs my attention and causes any previously played and unfinished game to remain in that state.

The games I have finished are almost all RPGs:
The SSI Gold Box D&D games
Baldur's Gate 1
Baldur's Gate 2
Planescape: Torment
Icewind Dale I
Icewind Dale 2
Oblivion (but not Morrowind, although I have spent over 200 hours playing it and all of the expansions)
Vampire the Masquerade: Bloodlines
Knights of the Old Republic
Knights of the Old Republic 2
Jade Empire
Neverwinter Nights (I have two fights left in NWN2 that I never get around to finishing)
Mass Effect
Crackdown
Lionheart
Sacred
Diablo (which I do not count as an RPG, but as an action game with a few RPG elements)

I have easily ten times as many unfinished games as ones I've finished, which is why I have stopped buying newly released titles. I'd like to finish some of the games I already have before buying any more. The only exception I am willing to make at this time is for Fallout 3, which I plan to pick up this week, even though I've not finished the first one and have never played, but own, the second one.

This list is longer than I want it to be;

GTAIV
System Shock 2
Fallout
Mass Effect
Deus Ex
Max Payne 2
Yakuza 2

The Witcher EE - Bugs, people hard to find, monsters in the swamp are too hard to kill (the worm things that come out of the ground and spit/throw something at you.), I hate not being able to get my sword out in the day time (made the killing the dogs quest annoying. "Oh look a dog! Oh wait it's daytime... zzzz").

Roller coaster tycoon 3 - Making crazy rollercoasters is fun. Managing a theme park is not.

Freespace 2 - It kept crashing with my 8800GT. Got a ATI 4870X2 a few weeks back and now when I load it up my profile isn't there :(

X3: Reunion - I literally only played 10-20 minutes before realising I didn't have a clue what to do. I shouldn't have to read tutorials to play a game...

Tribes vengeance - I got to the driving level, then got bored. I did try playing it again last year but it was boring.

UT3 - I just play the quick matches. And always instagib.

Ground control - It came in a buy 2 get 1 free deal. I never really liked strategies though.

Lets see...

Tomb Raider - The Last Revelation
Blood Omen - Legacy of Kain
Hitman 2
Hitman: Contracts
X-Com: Interceptor
Mechwarrior 4: Vengeance
American McGee's Scrapland
Transformers - The Game
Jedi Knight - Jedi Outcast
Jedi Knight - Jedi Academy
Grand Theft Auto 3
Neverwinter Nights
Thief Deadly Shadows

The sad part is, I still play all of these occasionally (at least the ones that still work in XP), but I still never seem to be able to finish any of them.

EDIT - Looks like I can take one off of that list. I just played a little Scrapland tonight and was shocked to discover that I was only two or three missions away from completing it when I last played it months ago. I finally finished the main story, but I do still need to complete some of the side missions.

There was an article on PC Zone, I think, a couple years ago, describing different types of gamers. The No.1 was a group called 'grazers' that always have their toes in multiple games at the same time.

I am a grazer. So the fact there are games that currently I haven't finished doesn't make them bad games, it just says a lot about how I play games!

Well, let's see...

The Darkness (finished it once, decided that the other achievements just weren't worth it.)

Final Fantasy V (nope, no, 0/10, get out of my DS. I dunno what it really was about V, I just hated it.)

Metroid Prime 3 (Beat 1 and 2, but the backtracking at the end caused me to tear this game from my Wii and burn it as though it were plague ridden.)

Willow (anyone remember this one? I played it a while back on my NES emulator since the cartridge got sold in a yard sale, I don't have the drive to finish this one, not bad, but not enough motivation.)

Halo 2 (It's just like all other FPS games, the game is honestly a piece of garbage if you look past the setting and ignore the thirteen year olds parroting how great Master Chief is.)

Two Worlds (Played for three hours [one hour a day for three days] then torn from my Xbox and sold like the garbage it is. )

Oblivion (two playthroughs with next to no deaths on the hardest setting, yeah, I'm done.)

Age of Empires III (the online is filled with idiots who get upset over walls built around your settlement. That, and the gameplay is a tad slow, especially compared to other RTS games.)

Assassin's Creed (Beat it once, I am NOT watching the damn credits every time I want to play the game.)

Vagrant Story (Actually, I found this at a local Wal-mart for five bucks about two weeks back, it's still in the wrapping. It kinda got overshadowed by other games.)

The list goes on, it happens all the time, I guess.

If it's a game I bought it feels like a waste to give up before finishing so I really can't think of any that I played I haven't really (though a lot of the games above I haven't tried/heard of)

It probably helps that I'm happy to use cheats if a game gets too slow/repetitive or hard so much that it's not fun... I think it's preferable to not completing it when it's a story based game - someone above said Starcraft was too hard well that was one I definitely remember! The game itself was too repetitive often, too "geeky" basically fiddling around waiting etc but the story, the characters, the voice-acting kept bringing me back to thieve the cd from my ikkle bro, it was more a more interesting, mature story than a lot on Tv that's for sure:) and my hero rolemodel QUEEN OF BADASS kerrigan won in the end... yes the "bad guys" won no happy ending, noble commander puts bullet through brain etc.
So yeah I cheated because it would have been boring/annoying otherwise (this was when I was like 9-11 or something so I had less patience too)

What made me click this thread to add to:
Resident Evil Zero, yes it's a wii(well gamecube) but I just wanted to warn others really and express frustration on how bad it is;) I officially give up! the controls are just so awkward compared to something like Hitman (pc game yes a girl that enjoys planning how to assassinate people don't fall off your chair:p) which is also third person... It's just horrible

I really like the Resident Evil films (I thought they were great zombie films and the "official critics" can go back to watching drivel like Titanic which they think is good) so I bought all 6 when I got my Wii to see the story based on etc... I really did give it a chance I really really don't like to give up as I said before but yeah, its like the developers they don't learn, play or even look at Pc games at all the awkwardness of turning aiming etc its like a robot or a tank or something... I ended up just flicking to the wii internet browser/channel and watching someone else's recorded playthrough on Youtube like a film instead! (metroid prime corruption is amazingly fun however!)

edit: I'm not going to give in totally though at least I got to watch the rest so I didn't miss anything - I've moved on to "plain" Resident Evil now and wow its pretty and the character (Jill) doesn't sound like a idiot sexist stereotype as much -i played the horrible-port Pc version a while ago ... it doesn't have as many frustrating bosses for your tank-steering character to dodge if its similar!~cross fingers~ :)

its nice to play a properly spooky game there aren't enough i can only really think of doom 3 and system shock 2... FEAR it was just jump in your face you shoot it it dies (or its not even a threat) its better when its not just smoke and mirrors but pervasive nasties lurking everywhere to keep you on your toes I guess psychological stuff just doesn't get to me i'm too sensible i just consider if theres an actual danger:)
anyway basically it could be SO much better tho if the controls weren't so awkward but I'm willing to bother just for the atmosphere and story
.... tho the character still nigglingly acts like a stupid stereotype at times like running away from the first zombie and letting the man deal with it for her (EVEN IF YOU KILL IT FIRST) ... Yet she is supposed to be a highly trained badass paramilitary special forces/SWAT-like officer, in a beret and flak vest (the guy "saviour" on comparison looks like an american hillbilly out hunting)!... this is one of the reasons I usually avoid games made by Japanese companies >:¦

RPG's usually account for my piles of shame (the Squaresoft variety in particular). I really should stop wasting my time on these. But I'll beat you someday, Final Fantasy Tactics! Right when I'm done with Fallout, FFXII, Chrono Cross...Ah screw the whole thing.

RTS for me. I don't like them. Mainly because I just like controlling one character, so fps/acton, rpg and mmos are for me. I don't think you'll get any mmos on here though.

Wrong.

Horizons. Pure crap. It had great potential, but pure crap. Mostly due to Artifact Entertainment being idiots. Also focusing ALL their attention on the dragon race and ignoring the 'bipeds' was stupid. Stupid resources distribution too.

Vanguard. Past level 20 it was virtually impossible to be without a group. Plus they made 'rare' resources too common.

Pirates of the Burning Sea. While it had absolutely great ship to ship combat, that was all the game had. Just not enough to keep me interested.

Age of Conan. I didn't even make it out of the starting city. Waiting til level 40 to craft? A friend of mine who power games quit a few days after I did, because of no endgame. I heard they are already merging servers.

I'm hoping Darkfall will be good, but since there really is no info other than generalities on their web site, and its supposed to be done beta in 2 months, I really am not going to pin a lot of hopes on this one.

i have a bad bad habit of going ooo shiny new game! so the list begins
Disgaea
Chaos Legion
Devil May Cry 1& 4
.hack
Ico
Okami
Phantom Brave
Shadow Hearts: From the new World
SMT: Nocturne
SMT: Digital Devil Saga 2
SMT: Devil Summoner: Raidou Kuzunoha Vs the soulless army
SMT: Persona 1 & 3
Star Ocean 2 & 3
Xenosaga 2
Baulders gate 2
Neverwinter Nights 1&2
Vampire the Masquerade: Bloodlines
Morrowind
command and conquer 3
C&C: Renegade
Shogo
Aliens vs Predator 2 (useless humans)
Starlancer
Freelancer
One must Fall Battlegrounds
Jade Empire

that's all off the top of my head i know there's more somewhere

Cool name >:3

A TON of strategy games that get really hard towards the end.
Einlanzer series.
X-Com series.
Command & Conquer series.

Games that are too repetitive.
Summon Night.
Diablo I.
Final Fantasy VIII.
Golden Sun.

Games where I just don't care anymore.
Morrowind.
Oblivion.
Mega Man Battle Network.
Resident Evil.
Front Mission series. (They can be really hit-and-miss.)

Games that I start, but look so hideous or have some other major flaw that keeps me from playing further.
Far Cry.
IL2 Strumovik.
Deus Ex.
Vagrant Story. Eternal Eyes. Both pretty mundane RPGs on the PSX.

I bought Monster Madness a couple of months ago and only beat the first level since a friend let me borrow Bioshock and that took over. Also I bought Persona 3 but never opened it since my sister decided she wanted to have the ps2.

Okay, first up the last rebel mission in tachyon where you face down the corp heavy cruiser made more ridiculous by how easy the last corp mission is.

Second, Project IGI. A game i love but having overlooked the no sve feature for the whole game they throw wave after wave of goons at you all while asking you to defend your useless team-mate in the longest level of the game.

And Laslty "No one lives forever": all downhill after the first level. i just didnt care anymore and Im a serious gamer.