Phew, man. Uhh...
-Majora's Mask: not that I couldn't or anything, I've just never had access to a copy for long enough to finish it. I seriously thought of getting a 3DS for Majora's Mask 3D.
-Deus Ex: Human Revolution: just haven't got around to it yet. Think its a case of "trophy anxiety", I screwed up my pacifist run and have to revert to a very old save, and I haven't wanted to go back as of yet.
-Dishonored DLCs: Plain lack of interest, despite loving the series. I need to sit down and do it, but anything like this gets hitched up by school due to time commitment and my constant fear of getting lost in the game.
-Harvest Moon 64: you can't really "finish", but I never got to the inspection point of the game. Usually got distracted by other games, or it was a time where I was actually doing a ton of ranch work and didn't feel like touching it.
-Bioshock: I really don't know why on this one. I just haven't, and it drives me a bit nuts.
-Pikmin: My gamecube is at my parents house, and with little time to play it while I'm there, and forgetting what I was aiming for, I end up restarting and going to the same point repeatedly.