Let's see...
Final Fantasy VI (the PSX port) - After a while, the crumminess of the port (with slowdown that often made it nigh-unplayable) got to be too much. I was really liking the story, too... :explode: Might just get an emulator just to give it another go.
SaGa Frontier 1 & 2 -
Suikoden 2 - Had borrowed it and had to give it back at some point. Can't say I was too broken up about it.
The first .Hack tetralogy - Was just about to finish the second game and asked myself "do I really see myself playing this for another two games?" The answer was "no, I do not".
Final Fantasy X-2 - Just stopped caring about the story. At all. In any fashion whatsoever.
Nightshade - Got stuck on the last level. Stopped trying.
Odin Sphere - Went too long without playing it for various reasons, to the point where I'd have had to start over to make any sense of the whole thing. Didn't wanna.
Suikoden 5 - Loathed the army battle mechanics. Got to the point where you have to do two in a row. Said no.
Tales of the Abyss - Wanted the main character to die by inches. He refused to oblige. Fucker. :slap:
Ultimate Spider-Man - See Nightshade, only replace "last level" with "that goddamn Venom mission where you need to track down Electro".
Wild ARMs: Alter Code F - It was better (read: actually good) the first time around.
XenoSaga (part 1) - I purchased a game, not a bloody movie.
Wow, that's a lot... And I finish most of the games I play, too.