Sure, I have a few games I've played, then put down and never went back to. Mind you, I'm insanely picky about things:
Thief: Deadly Shadows:
I was enjoying the game so far, and had just toppled the clock tower. Then I'm smacked with the target from the weird cult or some such, and those creepy, masked ghosts came after me throughout the city into a frustrating level. As well, the AI hit a ceiling that broke my immersion, so I dropped it around then.
Minecraft:
I got Minecraft way back in the day, before it officially launched, back when Markus was on it. But as the times between updates became longer and longer, and I reached the limit of the features I was interested in, the game became a boring sandbox of Lego, without the ability to put a lively veneer of actors into it. When villagers came along and were basically walking blocks than, well, NPCs, I lost all interest. There's only so much you can do, alone, in a open world survival game.
7 Days To Die:
Same problem as above: It's a lonely world out there once you made your dream castle. I've seen that they've added hostile human enemies, sure, but it would be a lot nicer to have friendlies. If that comes along, I'll go back to it.
Darkest Dungeon:
Oh, how I love this game. But I don't love it enough, or hate myself enough, to grind four parties of four heroes up to level six to beat it. The developers seem to have noticed that this was a common complaint, and they're preparing the the 'radiant update' to make the game less grindy and lengthily.
Runescape:
Another game I used to love, having played it since 2006. Eventually the membership barrier, which I did cross a few times, got too tiring. I didn't feel I was getting enough bang for buck, and the quests became more puzzle orientated, so I dropped it.
That's about it, as far as I can remember. I haven't been gaming much - my laptop doesn't handle well - and a lot of other games, even games I've come to regret, I've finished, or even if I was iffy about, probably would had finished save for technical problems (Icewind Dale was this for me - I could never advance past the tombs and dungeons past the giant-tree city. I probably wouldn't pick up that game today; or Wargames, a RTS that I was too young to cherish, but not young enough to not love, I lost the disc for it.)