“The Star Spangled Banner” cannot be too short. Hurry up and start the ballgame already.
Some of the best hard rocking songs by The Minus Five end prematurely.
“Lies of the Living Dead” cuts off at 2:31 in the middle of a note. “Original Luke” is just getting started on a rampaging instrumental break when the song ends.
Original Luke was a careless man
Heart as hard as the Grand Coulee Dam
With silos tall over great north gorge
A shadow in each hand
A shadow 'cross the land
Some weekends I like to listen to nothing but this.
It actually has three more verses that never get played.
Sgt. Pepper’s Lonely Hearts Club Band (Reprise). Lennon-McCartney should have expanded this 1:20 sec bumper to >3 minutes. It rocks! More-so than the parent piece.
Chopin Prelude No. 7 in A major op 28: Beautiful melody, but at under 1 minute, not enough meat to fill you up.
Étude Op. 10, No. 5: Chopin should have lengthened it a bit by using more than 1 white note! 
“April Come She Will” by Simon & Garfunkel is such a beautiful song, but way too short at 1:51. All verses, no chorus, no bridge. Always ends way too quickly for me.
Alice’s Restaurant!
“Runaway” by Del Shannon (2:20)
There is another verse. I don’t know why it wasn’t recorded but it does kind of move the song along. Lyrics are at www.azlyrics.com
James Taylor - Jelly Man Kelly, under 2 mins
While it is the black key etude, all the white notes (though not throughout all the octaves) do get played in it.
ETA: Oh, yes, with the right hand, the only white key is an F natural.
Del Amitri’s “Roll To Me” is not the greatest tune ever (although I think it was maligned more than it deserved), but is just so freakin’ catchy that it’s too short at 2:12.
On the other hand, I don’t know what more could be done; a long instrument break just wouldn’t fit, there’s really nothing more to say lyrically, and I like the short, snappy ending to the song. So, I usually just repeat it once or twice when it comes up in a playlist.
I feel the same way about The Knack’s, “Good Girls Don’t,” but at 3:09 it’s a damn near perfect pop song so, again, I just replay it once or twice.
“Leaves from the Vine” is only eight bars long in the original performance. And still heart rending.
Warren Zevon’s Lawyers Guns and Money should have had at least one more verse.
The Eagles Seven Bridges Road is one of the most beautiful songs they’ve sung, but at 3’06" it really needed one more verse. Eagles - Seven Bridges Road [w/ lyrics] - YouTube
(emphasis mine) Yes.
My latest pet peeve is a song played by the local “classic hits” station which plays pop/rock from the 70’s and 80’s. You think with 20 years worth of songs they’d have a bigger playlist. They play an instrumental piece that is more jazz than rock because it’s mostly improvisation. They almost never announce titles and artists, so I have no idea what it is. Every time I hear it I keep expecting the introduction to finally stop and the actual song to begin. Instead, what seems like the introduction just goes on and on and on. I’m not a big fan of jazz, but even I can tell it’s not that good because the “improvisation” is repetitive and unimaginative.
If there’s any song I wish was longer, it’s Wendy Carlos’ electronic version of Bach’s Brandenburg Concerto #3, 3rd Movement, Allegro. I could just listen for hours, focusing on one part over and over and then another, and another.
I’m exactly the opposite - it’s a perfectly nice movement, but it’s got the misfortune of being surrounded by three awesome movements. Well before the third movement is over, I’m ready to move on to that kick-ass final movement.
Yes! I knew there was another one that I’ve always thought this about, but my mind just blanked. Completely agree.
The 2nd movement is my favorite. The buildup of strings, particularly cellos, is mesmerizing.