Essentially games that are supposed to have sequals and ended in cliffhangers.
Half Life 2: Episode 2.
Dreamfall: The Longest Journey.
Knights of The Old Republic II (Technically it did get the old republic, which did touch on what happened after KoToR 2 except for that biowares writing is much worse now (I know KoToR 2 was obsidian), so I say it doesn't exist).
Others
Final Fantasy VII. I actually loved the stories of all the spinoffs besides Advent Children, and that anime. So, you know dealing with Genesis would be nifty. And tifa and cloud should get married instead of of cloud being always mean to tifa for no reason.
Perfect Dark, Perfect Dark Zero (Yes Zero was a lot of bad, a hot mess to be more precise, but there were some really awesome levels) and I'm sad this series is not continuing.