We all, or almost all, have one of these. The games we've yet to try to play, or have played but didn't finish because something else came along. I have a few in my collection right now and recently just started playing one of them again. Wondering what other peoples stacks look like and why it is a shame any named titles are in that stack.
For me, I'll give a few:
Dead Space: the reason that this is truly a shame is because I really love this game, especially late at night. It's one of those games that playing in the dark with the screen lighting turned down a bit really adds to the affect of the game and I love the suspense it can give. Alas, everytime I've started playing it I also got something else to play. I picked this game up for $5 back in 2009 (for PS3...see PC guys? You can get great deals on console games too ) and have yet to finish it. Same day I also picked up a new set of bongos. There were other games (RDR came out about 8 months later, MAG about 5 months later) and I was still playing Fallout 3 and Oblivion, as a well as CoD4. I just started playing this again and I'm only in Chapter 3.
Crysis 2: the multiplayer never really hooked me and the gameplay is fun in singleplayer, but the story isn't all that great. I keep getting pulled away, I think I'm about halfway through it.
Army of Two: A real shame because I heard so many great things, but I got this title a few months before the servers shut down and without someone to play LAN or splitscreen with, I don't see the point of even trying.
EDIT: Final Fantasy 8: I never finished it on PS1 (which I never owned a PS1) or when I had a PS2. However I now have a copy on my PS3 harddrive, and the shame of this is that I was REALLY close to finishing FF8 when I had a PS2. I have to start from scratch again (which I've begun playing, but I haven't even gotten past the post-graduation celebration yet with whats-her-hot-teacher-face-who-has-a-whip...damn, wish I had her as a teacher when I was in school).