First and foremost Van Buren, the original Fallout 3 before the publisher went under and Bethesda got their hands on the IP and ripped it apart.

KotOR 3 is the next one in line, KotOR 2 is one of the best games ever, so the cancellation really hurt.

Dungeon Keeper 3 got cancelled so Bullfrog's employees could work on the Harry Potter and Lords of the Rings games.

The original Baldur's gate 3, subtitled The black Hound, got cancelled in 2003 due to Interplay losing the right to develop AD&D titles. (Not so) Fun Fact: The development team then moved to develop Van Buren, but you can see above how that one turned out. Also had a former US president as project title just like Van Buren, in this case it's Jefferson.

Also notice that it's almost always the third in a series that is affected.

East vs West was supposed to become the finale of the Paradox Grand strategy titles (finale because you can start in Crusader Kings, import the save into Europa Universalis, then into Victoria and then Hearts of Iron to end up with a radically different map), but it got cancelled because Paradox had many delays in the project and probably simply couldn't make it work properly in the engine of Hears of Iron 3.

Finally Command & Conquer Generals 2. EA cancelled the game just mere weeks from release apparently because of the poor reception of the open Alpha test, though programmers hinted at the actual reason of EA just being EA and cancelled the game on a whim.

While we're at it, due to having been pretty active on Kickstarter during it's heyday 15 years ago I have several games that are left in unfinished states by their original developers. Godus and Godus Wars (Molyneux overpromising and absolutely couldn't deliver, and even made it worse with each update), King under the Mountain (Found a publisher a couple years after the Kickstarter campaign, but just a year later said publisher pulled the plug and the rug from under the developer), Worlds of Magic (Developers saw that they couldn't make it work and gave keys to another game, Planar Conquest, instead; though both games seem to have an active community these days)...

Forever salty about the cancellation of Rogue Leaders for the Wii. The game was finished, and it was the only chance we ever got for motion-plus lightsaber combat.

It would have been much more interesting if the game had been released as intended, but there's a significant chance that, from all the original plot leaks we've seen, it would have turned out worse than XV. Of course, though, execution is everything, so who knows.

OT - Star Wars 1313, Starcraft: Ghost, the new Perfect Dark, Silent Hills.

This may be a weird reason why I’m bummed this was canceled but Kid Kirby on the SNES. Mostly because the thought of a collab between Nintendo and what would be called Rockstar North today would have been mind blowing.