The Souls games generally I don't want them to end. I get too involved with those games, certain a unique experience! But in exchange, the games still surprise me with things I didn't knew before, even after reading through wikis and things like that.
I didn't want Sleeping Dogs, or Red Dead Redemption, to end either. But I knew there was to be an ending somewhere on the journey.
Professor Layton Vs Ace Attorney is another game I didn't want it to end. Even though I didn't like it at first, I fell in love with it at the very end. The extra free DLC chapters afterwards made me things even more difficult, because they extent the game's lenght but eventually, those would end as well, so I'll feel hollow all over again