Here's about .001%:

Dissidia: never finished.
Dissidia Duodecim
Final Fantasy - VI: never finished.
Chrono Trigger: never finished.
Grandia
Grandia 2
Grandia III: never finished.
Grandia Xtreme: never finished.
Star Ocean First and Second
Star Ocean Till: never finished.
Star Ocean 4
Final Fantasy XIII, XIII-2, Lightning Returns
Final Fantasy XV
Crisis Core: never finished.
Birth By Sleep
Dream Drop Distance
Kingdom Hearts 3
Persona series
Killer 8: I never could kill those bastards using Harmon's tommy.
Watch Dogs
Sleeping Dogs: sampled.
Fable III
Fable: never finished.
Fable IV
Kameo: bought it for my girlfriend who actually owned the system... she didn't enjoy it nearly as much as I did.
Devil May Cry 2: never finished. Godam Dullahan
Castlevania Judgment
Masters of Teras Kasi: finished but not with every character.
Bushido Blade
Bushido Blade 2: finished but not with every character.
BFM
MSW: never finished.
Sonic & Knuckles: I don't think I finished it.
Chulip: never finished.
Dragon Quest VIII: never finished.
Spy Hunter: never finished.
Tomb Raider III: never finished.
Ephemeral Fantasia: never finished.
Phantasy Star Online (the not online solo adventure): never finished.
that one xbox game that later had a playstation2 sequel that I brought up in GenRPG and I eventually found the name but now I forgot it again: never finished.
Metal Saga: never finished.
Type-0
Before Crisis
Xenogears
Xenosaga I-III: never finished.
Phantom Brave: never finished.
Tactics: never finished.
Final Fantasy XII: never finished.