Sheng Long rumors for Street Fighter

X-Box edition of MGS2 has Snakes quest on the Plant. Revolver Ocelot was supposed to be one of his boss fights.

Xenosaga Episode IV

I remember the countless General Leo/Aerith rumors.

Getting the Paladin class in FFV

Getting Cecil back as a Dark Knight in FFIV without a game genie

The Excalibur rumor for FFVII

Akuma in Resident Evil 2 (would have made me play it)

Dhalsim's teleport move (prior to Street Fighter 2 spin-offs.)