Deadwood too… HBO sucks.
This is the one I came in to mention. My mom and I really got into it and then it just stopped. Golden Years (miniseries) - Wikipedia
Yeah of the recent ones, Journeyman was the one that pissed me off the most
ABC had a conspiracy series called Traveler that ended without explaining everything, although I think the Wikipedia article on the show linked to an explanation by the writer.
And on the other hand, the NBC series Kidnapped (starring Timothy Hutton and Jeremy Sisto) ended abruptly but they put the remaining episodes on the website, and they did a good job of wrapping up the storyline and explaining why the kidnapping occurred.