X-Com 2 was the one underwater. I beat X-Com 1 and 2, but not X-Com Apocalypse for the opposite reason - it became too easy. I’ve made it to the alien dimension where I was able to wipe out all of their UFO’s, so they never attack anymore. Thanks to research, my squaddies are more powerful than most of the enemies they face. I simply needed to infiltrate all of their buildings one by one, but that became tedious rather than challenging, and I lost interest just before the end.
Just a couple out of the countless games I’ve played. Otherwise they sit there on my shelf taunting me.
I have failed to finish Final Fantasy Adventures II for the gameboy. It’s saved but there’s this one really annoying miniboss I just can’t get past. I needed to go back and build a strategy but eventually decided I’ll just start over and have yet to get around to it. Actually that’s common for me with new games. I’ll play for a few days to get a feel for it then restart.
The Legend of Zelda II. I’m almost done with it but I just hate the game too much to finish.
Some pirate game for the SNES. I had completely owned the game. All I had to do was head back to my home port and marry the princess but I was having too much fun fighting and making so much gold I could never spend it all. And then my stupid roomate decides to play it for a bit whie I was out. He went to my home port and married the princess. No going back to an old save in this game. No ability watch the ending once it played one time. My only option was to restart the game. Which I couldn’t do because I was too angry.
Those are pretty much the only games I haven’t finished. I spent about 6 years at home 24/7 and made it my duty to beat all these old games that I couldn’t beat before. And much watching the sun rise ensued.
Oh, and from the real olden days, Aztec for the Apple II. To far beyond my child mind.
I never did finish any of the Marathon games, to my eternal shame.
I had to give up playing Civ II because it was so addictive. (And my disc got a bit scratched.)
I never lasted too long in Apache Strike, and now it’s too old to work on my modern Mac. 
You know how long it took me to finish The Oregon Trail? Until about last December. (Granted, I did take about an 11 year break…)
Hijack, but I can’t hear Oregon Trail without thinking of this Achewood strip. (That’s the first in a series of 4 strips, btw.)
I first played Impossible Mission for the Commodore 64 in 1985, and I still have no idea how to finish it. It took 20 years, but I actually did finish Karateka.
Ugh… is it ever! I was an original Civ junkie, and have been a Civ II junkie ever since it came out. I’ve got Civ III, which I play sometimes, but I keep going back to Civ II. Sid Meier has stolen so much time from my life with these damned games! Maybe I should scratch my Civ II disc, too…
For me it only stopped when I got a Windows XP machine and found I needed to get a codec or something that was going to cost money to run a seven-year-old game. Up until then, I wouldn’t dare speculate how much Civ2 I’d played.
Fortunately I now have Medieval: Total War and my spare time is fully accounted for indefinitely.
Re the OP: I liked but never finished Doomdark’s Revenge, it was just too hard to get anywhere or know what I was meant to be doing, unlike Lords of Midnight. Besides, the game seemed to be buggy. I never got past “Dangerous” in Elite or even found any of the special missions except the “Rescue the nova refugees” one. And I never finished Ultima Underworld 2 even with a magazine walkthrough, though this had something to do with the dog-slow machine I was trying to run it on.
I’ll probably never both finishing “Return of the King” either.
Everquest (Do online games count? Can you really finish a MMORPG?
Alien Legacy. Fun game… imaginative, lots to do… buggy… There is a time limit in the game, and a bug which moves the plot alog so fast that you aren’t ready for the inevitable troubles in the mid to late game.
System Shock 2 - The game made me extremely nervous. I just couldn’t take it anymore.
Thief: The Dark Project - I really enjoyed the sneaking and blackjacking people. But when you get to the undead, who can’t be blackjacked, it wasn’t fun anymore.
Urgh, plenty; Halflife, Unreal, Operation Flashpoint, Ultima VII, Super Mario Bros. II, Zelda II, Total War Shogun edition. Some others probably, honourable mention to Deus Ex, which still hasn’t been unwrapped and opened 
Quite playable games all of them, but there’s been either a point when they got too samey to be worth getting past a difficult part or they’ve just been more difficult than playable.
I loved** American McGee’s Alice.** That is, until it got to a part where you had to precisely jump from log to log on a branch and then back on a log. That’s not so much fun on a computer so I never finished it.
Conquests of Camelot: Search for the Holy Grail
Loved it, never finished. Want to buy it but it isn’t for sale anymore.
Games I really liked playing but didn’t finish -
Half Life - got to the end level with the jumping puzzles and the end boss thing and gave up.
MDK2 - after spending weeks getting past the second doctor level (with the jumping puzlles bomb things) I got to a point on the next Max level which involved a jumping puzzle and I gave up after one go.
Knights of the Old Republic - was doing really well throughout the game, getting my friends to kill the enemies while I concentrated on powers that helped my team. At the end boss - I had to kill him on my own, but my character was so crap at fighting he got killed in 2 or 3 blows without hitting the boss . I’ve never got around to playing all through again.
Angband/Tome - it’s an ASCII based RPG (free download) based on the Lord of the Rings world that I’ve been playing since 1994 and I still can’t complete it.
I never was able to get into Civ II for some reason. Mabye it was a case of too much, too soon. I much prefer III and its expansion packs.
This brings up an interesting point. I think Civ III does a much better job than Civ II when it comes to tracking the way civilizations develop and the like. In principle, I prefer it, but in fact, I find myself playing Civ II more. A big part of it is that my computer runs kind of slow with Civ III, and once I get into the thick of a complicated, multi-civilization game, it’s prone to crash. Civ II is simpler, sticking closer to a thump-thump-you’re-dead kind of resolution. When I feel like a shorter game of, say, fifteen to twenty hours, I’ll pick Civ II. When I’ve got time for a real donnybrook of self-made history, I’ll go with Civ III.
There’s a new Civ III version that includes brand-new wonders and more opponents. It rocks! Especially the staggeringly huge map of Earth you can use! Hm… I might have to boot that up this weekend, crash or no crash. I was looking forward to bike riding, but I hear we’re getting rain in New York through Sunday night, so… Hello, Sid!
I just checked for the new Civ version on the CIV3 site… It jsut has the ‘complete’ game… It s a combination of the original and 2 expansion packs… Am I missing something? Is there another new expansion (after Conquests) that I’m missing?
No, you’re not missing anything. When I said “new,” I meant “new to me,” which can be misleading. I picked that combination pack up in January, but I’m not sure when it originally released. I don’t usually wait for new games with baited breath, largely because I seldom find myself with a computer that’s strong enough to handle them. I remember that Civ II was the reason I went ahead and upgraded my computer once—in fact, it was Civilization: Call to Power that inspired my second computer upgrade! I’ve also got a copy of The Political Machine that I’m too underpowered to play, so it might be time to head on down to Comp USA again…
And Civ IV was announced back in December.
There are many that I have never finished, yet will restart and replay because while the idea and beginning execution are brilliant, they don’t hold their magic through the endo fo the story…
Jagged Alliance 2 (incredibly fun tactical game, but not much depth in the plot to care to make it to the end)
XCom Enemies from the Deep (took a great horse, then kicked it to death with recycled maps and battles)
Unreal (initially brilliant and interesting level design just petered out)
Black and White (wonderful set pieces and humor in the beginning levels and quests, then long-term nothingness, felt unfinished by the developers)
Morrowind (wonderful sense of exploration at the start, but character becomes invincibly powerful in later stages and all quests and monsters just become annoyances with no drama)
Baldur’s Gate 2. My party seemed to be totally invincible in every fight I came across, mostly because I let the summoned thingies do all the work (Invisible Stalkers and some kind of druid-cast flame spirits). Then I came across the black dragon and generally died before I could get close to it. Got bored
Alien Vs Predator 2. Marine - got to the last fight. Repeatedly died. Predator - got to the last but one fight. Repeatedly died. Alien - got to the last fight. Couldn’t even get anywhere near the blasted thing without repeatedly dying. Even with the help of GameFAQS.com. Got bored.