Doesn't happen very often because I'm pretty selective. However, 3 spring to mind.
Sins of a Solar Empire: Just didn't grab me at all. Seemed incredibly dull and I had absolutely no desire to touch it again.
TW Shogun 2: Exactly the same as above. Enjoyed Rome, but this just bored me rigid for some reason.
Dark Souls: Now this one I actually like, and I'm sure I could sink a lot of hours into it. Problem is that it's rock hard and I just don't have the time anymore - demanding job, baby, etc. It's just not going to happen. (Actually I played this twice....)