I finished Catch-22, but with no real enjoyment or enthusiasm.
I read it mainly because it is a cultural touchstone and people I knew to be intelligent thought highly of it. Couldn’t bear to even crack the sequel open.
I recently saw the movie version of No Country for Old Men. I picked up the book and read the first few pages at the library Saturday. It went right back on the shelf. No way would I have ever finished that drek.
The best part about these lists is reading 'em to see just how many of your favorite books someone else cannot stand. 
For myself, in the “just could not get into it” pile - Oldest Confederate Widow.
Gravity’s Rainbow
Infinite Jest
Atlas Shrugged
All of these I technically finished in the sense that I physically turned each page until I read the end of the book, but speed-read/skipped large swaths of them because they appeared to be the ravings of someone on meth+mushrooms, adding almost nothing to the plot, characters, theme, or moral of the books.
In particular that god-awful 70-page rant by John Galt in the midst of Atlas Shrugged was just an atrocious bag of gas. It wasn’t anything that hadn’t been covered elsewhere in the book. From that point my perception of the book went from being a poorly written but semi-interesting piece of social science fiction to a vomitous, politically motivated just-so story.
I had an interesting experience reading the first volume of Harry Turtledove’s World at War series. I’ve never before been so suspended between wanting to continue reading a book and wanting to quit reading a book. I finished it, but it was possibly the weirdest sensation…kind of like being halfway between wanting to see what happened next and absolutely not caring about pretty much anyone or anything I was reading about.
American Gods - I stopped reading it when someone gave me the twilight books and I just cant bring myself to go back to it, I thought Id really enjoy it because I loved Stardust & Neverwhere but was beginning to hate AG.
I couldnt finish Confesions of an Ugly Stepsister either, it was just so boring I gave up.
Goodreads.com has a “Lists” feature, and it amuses me that “The worst books of all time” and “The best books of all time” are pretty much the same list.
It bothers me that I didn’t finish The Left Hand of Darkness. I’m going to try it again one of these days.
I have given up on a few mentioned here:
The Brothers Karamozov
A Brief History of Time (though I was like, 14 so should try again)
I read about 10 pages of “Atlas Shrugged” at the insistence of a girl I wanted to bang in High School. Gave up. Still banged her though (and married, and divorced… bleh).
I have tried to read Lord of the Rings a few times. It’s like he devoured and then vomited Romantic Era poetry. How that drech became the awesome movies, I have not yet figured out.
I read The DaVinci Code. I read Angels and Demons. I started on another one, with a giant code-breaking computer, but tossed it. My friends were right.
I am currently slogging through Musashi. I like it. I really do. But for some reason, after I read about 30 pages, I’m ready for something else.
Cryptonomicon by Neal Stephenson. An old g/f and a couple of coworkers raved about it. I thought it sucked, had no point and that the author is getting paid by the pound. Wow, here’s another chapter about how the Welsh have funny names with a lot of consonants and “GLYPHYTRWQSSH” is pronounced “Smith”. How droll. I plowed through about 700 pages before giving up on it.
Bleak House
On the Weath of Nations by P.J. O’Rourke. The only one of his I haven’t finished.
Charlie Wilson’s War by George Crile. Lost my copy but found it again. I’ll get back to it one of these days.
Crime and Punishment. I got the the part where Raskolnikov kills the old woman, but frankly I found the introductory material more interesting.
The Society of Mind by Marvin Minsky. One of these days.
QED by Richard Feynman. I was only a few pages from the end.
Rob
Lord of the Rings. Love the films, can’t stand the books. The tone in which they are written just grates on my nerves. I’ve said it before, I’ll say it again: the LOTR books read (to me) like they were written by a guy who wanted to go full-force into his world but was held back by the thought that maybe he was just wasting his time with kids stuff. He wanted to write it for adults, but really couldn’t - which is why many parts sound so juvenile.
IMHO, of course.
I finished about 2/3 of American Psycho but I was in a weird place mentally and it creeped me out too much, and I had to discard it.
I also threw The Time Traveler’s Wife away in disgust.
There are a bunch I’ve started over the years and plan to get back to so I don’t count those.