Nice thread idea!
One game I want to finish is the first Resident Evil. I have the remake for my gamecube. I got half way at some point and then got annoyed by not being able to save because I didn't have enough ink for those typewriters. Still, I'd like to see the ending some time.
Also Carmageddon TDR 2000. I always liked the first Carmageddon game, can't say I really liked the second, but TDR 2000 is great as well. I finished the first game but never managed to finish this one. I actually made it to the last mission in the game, destroying the chief of police's car, but it's impossible. I got through the whole game without upgrading my car once, then at that stage I fully upgraded it with armor and offence and stuff, but still there's no way to destroy the guy. It's ridiculous. Still, lovely game to pick up now and then and just drive for a bit.
Tiberian Sun is also a game that just gets too hard after a while. You can easily get through the first levels but after a while you don't have time to build a proper base before getting raped. Also there's way too many missions in which you just get a small team of units and have to get through the entire level. I don't want that, I want to build a base. I just can't get through that game.
Fallout 1 and 2. I got this pack with Fallout 1, 2 and Tactics some time ago but never really played them. I hear a lot of good things about the games, and I have tried playing them some times as well, but they really bore me very quickly. It's just too slow paced, there's not much of a story to keep me going. I want to see what people like later on in the games, but I find it too boring to go on.
Final Fantasy VI, one of my favourite RPGs out there, yet I never finished it. When I was younger I thought it was too hard and never felt like levelling. Now I got it for GBA, I just don't have the patience to play through a longer game anymore.
Metroid Prime 2, got to the final boss, the big alien thing, but thought it was too difficult and got bored with it. I liked Metroid Prime 1 better, I'm not really into the dark world thing Nintendo does with a lot of games these days, but still I'd like to see how to story goes on.
Paper Mario 2, same as with Final Fantasy VI, I get bored after a while and don't have the patience for a longer game anymore.
There's loads of games I bought once without ever really playing them as well, like Silent Hill 2, Silent Hill 4, Red Faction 2 and some more. Also some Tomb Raider games, like InsaneNutter. I only really played 3 when I was younger though, but I still have 1 to 40 lying around and never really played any of them.