Probably Mega Man Legends 3. I remember being so hyped for it. I was going to play the demo and give feedback, but Capcpon never gave that chance. I was so pissed. It made me wish I was active in that game, but I didn't feel confident in my skills yet.

Then Silent Hills obviously, haha...

ZoE 3.

Project Hammer

https://www.youtube.com/watch?v=2lMLRIwiB_c

Rune Factory 5.

While it was never officially announced, the series' producer, Yoshifumi Hashimoto, said that Rune Factory 4's success meant that a sequel was greenlit within a month of RF4's release in Japan. But a year later, the developer filed for bankruptcy and ceased operation.

Sad way to see one of my favorite franchises come to an end.

Starcraft Ghost
Warcraft Adventures: Lord of the Clans

Project Van Buren (what was to be Interplay's Fallout 3)
Omikron 2: Karma (sequel to Omikron: Nomad Soul)

yea, it's gotta be mother 3 n64. Would have liked to see mario 128 too.

Freelancer 2.
Microsoft would have probably ruined it by making it exclusive to the Xbox...
Thankfully we have it's spiritual successor known as Star Citizen, I bet Microsoft is kicking themselves after that success though.

Silent Hills.