Sequels that were announced then cancelled without warning.

[Segata]

I will start with 2 that I don't think many people are aware of.

Metal Gear Rising 2. At a Taipei Game Show in I think it was 2014. The font used in MGR was used for a 2 on screen for PS4. Teasing Metal Gear Rising 2. Then never heard from again. not hard to imagine why this was canned. 2015 was the year of the Kojima drama with Konami. Similar to Inafune leaving Capcom and all Mega Man Projects were terminated. Kojima projects were canned.

Zone of the Enders 3. This was announced at an event with artwork and models of the new art. I think this was for PS3 but the HD collection sold poorly so the game was canceled but the game was in development. I just don't know har far when it was canceled.

[Ack]

Does P.T. count?

In fact, how often has Konami done this?

[Anayo]

Konami sequels that were announced then cancelled without warning.

Fixed that for you.

[ESauced]

Metroid: Dread for DS was a disappointing one.

[MrPopo]

It was also never announced.

[ESauced]

It was also never announced.

It was. Nintendo didn’t come out with an official announcement but it was published in an official Nintendo magazine and multiple others. It was confirmed to be in development.

[Segata]

It was also never announced.

Um...it was announced and on top of that...

It's mentioned in Metroid Prime 3

[Xeogred]

Not sure if the leaked maps are legit but they're pretty cool:
http://vgmaps.com/NewsArchives/April2009/index.htm

[Segata]

That's pretty awesome. That last one scares me lol.

[MrPopo]

It was also never announced.

Um...it was announced and on top of that...

It's mentioned in Metroid Prime 3

A trademark filing is not an announcement. An easter egg reference is not an announcement. It was never formally announced.