For me, it's easy: Shenmue.

I played through the first and second Shenmue, and it looks like a 3rd won't be happening. But it's one of the best stories I've seen in video games, and Shenmue 2 left me with a cliffhanger.

Sim City...I used to play Sim City 4 every single day of my life, then their was the announcement of a new Sim City-like game coming out, Sim City Societies. This game was a freaking joke. No one played it, it was instantly dropped to $9.99 after maybe two weeks of being on shelves. This game killed the series, and it is not clear anywhere whether or not they're going to release any more Sim City games. Cities XL is a descent attempt at a reincarnation of the city building simulation genre, but after playing the beta for about a week, I lost interest, it was too simple, I made money too easily, and I know I'm not that good at the genre, especially after only playing for a week.