Black and White 2
I actually love the game, but 17 years later we still don't have Black & White 3. So, it's disappointing that it didn't lead to another sequel.
Unreal Tournament 4
Or maybe I should list Fortnite instead. Unreal Tournament is my favorite FPS series ever. I love the arena style combat, and I played the ever living crap out of Unreal Championship on the original Xbox. Unreal Tournament 4 was never completed though because EPIC games also created Fortnite at the same time as UT4 development was going. Fortnite's insane success pulled all resources from UT4's development until finally it was no longer supported. The pre-alpha version of the game has been available to download for years, I still mess around on it at times, but it's unfinished with very few players playing.

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