Sure, I sometimes lose interest, for whatever reason. Here's a list of games I own and have finished:
Ghost in the Shell (PSX)
GoldenEye (N64)
Final Fantasy Tactics (PSX)
StarCraft (PC)
Final Fantasy IX (PSX)
Ico (PS2)
MGS: Sons of Liberty (PS2)
Advance Wars (GBA)
And here's the list of games that I've played, in earnest, but have never finished:
Armoured Core (PSX)
Final Fantasy V (NES->PSX)
Half Life (PC)
Final Fantasy X (PS2)
Devil May Cry (PS2)
Final Fantasy Tactics Advance (GBA)
This doesn't even include the games I own but have never really played (probably an even stranger situation that what you're suggesting)! I assume you're talking about games you lose interest in, which is why I didn't include them in my list.
Half Life was a tragedy in that I wanted to finish it but I accidentally erased my saved games and would have had to start over. I recently made a
thread about how much I
hate having my time wasted (although it wasn't the game's fault, this time...).
Banjo-Kazooie just might make the second list...