I gave up on the Witcher 2 because I couldn't read the text on my screen. Sad, but true. Inventory alone was giving a headache, and I'm the sort of person who wants/needs subtitles.
I've never enjoyed a GTA game of any sort. The themes don't really work for me.
Skyrim... technically. I beat the game (twice?), but never came close to hitting most of the content or even the places. Too much grinding through useless loot and meaningless places, struggling to make real money for real things of use. If I play it, I only do one of the major sub-faction plotlines appropriate for my build.
I've never completed a Bioshock game.
It's a pretty common trait in civilization. Once I get in a dominant position, it becomes tedius to finish. Civ V actually helped this with it's one-unit-a-tile rule and limited use for roads, so I had less worker stacking and management.
I never finished FFX, but only because I could never beat the final boss and I couldn't stand the grinding. Got to the boss at least three times though.
FFXII, however, I dropped completely. Too many boring sidequests and such, and the plot-driving characters never caught my interest.
There's also one of the Zelda gameboy games... something about a labrynth with unkillable monsters? It wore me out trying to get more and more time.
It sorta-kinda happens in FNV: I've beaten the game four or five times, but with dozens of dropped playthroughs.