Inspired by this thread, obviously.
Song 2 by Blur is just under 2 minutes long, but given the simplicity of it, it probably doesn’t end too soon.
But every single time I listen to the album version of Hendrix’s Little Wing, and it starts to fade out, I’m like WTF? 2 times around of verse and a single time through with the solo. SRV knew the score!
Despite his reputation, in the studio Hendrix actually played with a lot of restraint. I always thought that was cool.
I’ll pick My Sweet Lord. I could listen to that secondary chorus (the “Hallelujah” part) for much longer than the length of the song. It only shows up twice, as I remember it.
Bolero.
For … ahem … obvious reasons.
“Little Wing” was the first song that popped into my mind when I read the OP.
A ton of Beatles songs, but especially “Mean Mr. Mustard”, “Golden Slumbers”, “I’ll Follow the Sun”, “Here There and Everywhere”, “For No One”, and “I Will”.
That’s one reason they’re so good - they leave you wanting more.
I’d have to say “Weinerschnitzel” by The Descendents, which clocks in at a whopping 11 seconds. I realize that, as with many such songs in the hardcore/post-hardcore genre (Minutemen, Angry Samoans, etc.), the brevity’s the point and what gives the songs their force in the first place. But I wish that one was just a few seconds longer.
I could name a million of my favorite pop songs that I don’t think are long enough - but, as I said, that’s kind of the point of a good pop song. It’s quite probable that if they did go on longer, I wouldn’t enjoy them as much.
“Her Majesty” ends before the final note is played.
Right, it doesn’t resolve. Very musically frustrating. Since DooWahDiddy mentioned half of the Abbey Road medley, how about Carry That Weight?
Freebird!1!!1
[Beatles Geek]That’s because that song wasn’t supposed to be on the final cut off the album. “Her Majesty” was supposed to come between “Mean Mr. Mustard” and “Polythene Pam,” they decided to cut it for whatever reason. Somehow the cut out bit got attached to the very end of the album and the rest is history. I like it though.[/BG]
Nevermore by Queen
My all time favorite song, but its so damn short.
Yes, “We Have Heaven”, on Fragile (Admit it, you’re freaking astonished that a Yes song would get a nomination in this thread, aren’t you?)
Three Dog Night, “It’s For You”, on One
This is going to sound weird, but…
In an episode of Spongebob Squarepants, the characters perform a really awesome tune called “Sweet, Sweet Victory.” I would have loved for that song to run longer.
I’ll throw in a nomination for the Weakerthans’ “Reconstruction Site.” The song is possibly their best, and not only do I want a little bit more because of that, but because the ending is so rushed and abrupt. I even thought my cd was malfunctioning and cutting off early, until I saw them play the song live.
Maybe it could be spliced with “That’s What Friends Do” in the Wormy episode.
You guys are talking about Abbey Road and you don’t cite “I Want You (She’s So Heavy)” as a song that ends too soon? 
“Wish you were here” by Pink Floyd.
I need more stanzas.
I actually came this close to mentioning it. It doesn’t actually end too soon, but I always thought they could have written some more words to it.
“Pressed Rat and Warthog” by Cream. Coulda used a nice jam. Also, if the lyrics were rewritten by someone who wasn’t taking lots and lots of drugs, that would help.
“Time of the Season” by the Zombies could work with a nice long jazz instrumental, ans could the very similar-sounding “Spooky” by the Atlanta Rhythym section. Actually, if the Atlanta Rhythm section wanted to jam on ANY of their songs and put it on CD, that would be all right. Except Champagne Jam. That one just runs on too long.
Every cut Diary if a Madman that has a fade out solo.
Apparently, though I cannot seem to find a cite right now, the solos to Tonight, You Can’t Kill Rock and Roll and Believer(?) actually go on for another couple minutes after the fade out. I would really, really, really love to hear the full tracks.
I also always felt that the Anti-Procrastination Song by SOD was a little short. 
Slee