I've always wished DBZ: Attack of thew Saiyans would get a sequel. It only goes up to the end of the Saiyan saga and shows a picture of Freiza at the end, which clearly hints at a sequel, but we never got one. IMO its the best DBZ game hands down.

I agree 1000%.

Vampire: The Masquerade
Grim Fandango
Age of Mythology
Cave Story
Gunstar Heroes
Vagrant Story
Lost Odyssey

There are some others that I would include in there, but they stand quite nicely on their own - without the need for a sequel.

Have you not heard of Okamiden, or did you find it so unpleasant that you wiped it out of your memory???

I will also tip my hat to Eternal Darkness...

Pokemon Snap
Legend of Dragoon
Brute Force
Lost Odyssey
Beyond Good and Evil
Skies of Arcadia
Jade Empire
Eternal Darkness
Conker's Bad Fur Day
Panzer Dragoon Saga

Legend of Dragoon and Jade Empire are the two that immediately come to mind for me personally

Here are some good games that I'd like to see sequels for. 

The Magic of Scheherazade was actually going to have one, was mentioned it was going to be covered in the next issue of a Nintendo power, had pictures in a few pictures in a 90s video game magazine around the same time said more info next month, but then bam, nothing.  

Final Fantasy XIII.

...Bahahahaha. Catherine.

Conker's Bad Fur Day.

And no, the same game with better graphics and an abomination of a multiplayer mode (Conker: Live and Reloaded) doesn't count.

Wow, these were the first 2 that popped into my head after reading the thread title.

You'd think the buddy nature with Sega the last year and a bit would result with something like Skies of Arcadia 2.

And Nintendo keep the Eternal Darkness liscence valid so I can only hope.