I never finished Limbo, Bioshock Infinite, Saint's Row the Third, and pretty much everything single game I've bought that has an ending.
Heh that reminds me, I watched a friend play Limbo on 360 when it came out and played the parts he couldn't do. Didn't see all of the game as he'd started it before I was around, but I ended up finishing the game for him. I never went back and played it for myself because I thought the ending was so bad. So "what game have you never started - but finished" for me
The list of unfinished games is too big