Got pretty close to the end of FF6, but I got too bored trying to level up enough to beat the final boss...
I got stuck at one place in FF Tactics and have never bothered to try to finish it.
Almost happened to me with Castlevania SOTN, but I borrowed the game from a friend about a year later and finally did finish it
I got bored with Half-life pretty quickly. There just didn't seem to be much of a plot and I was wandering around endlessly trying to figure out where to go next. Same thing happened with Unreal (though Epic sent me that one for free so I can't really complain).