I used to have a rule, that if I bought it and started it, I was going to finish it. I decided a few years ago to drop that rule, and move on if a game was annoying me, or boring me.
Mirror's Edge - Just wasn't much fun to me
Tom Clancy's Endwar - I really loved RTS games back in the day, mainly on PC, but Endwar just stunk up the joint
Metal Gear Solid 3 - Tried to go back with the intent to play this and Peace Walker right before the release of Ground Zeroes, but the controls are so amazingly god-awful compared to most/all games this day and age, I abandoned it.
Just Cause 2 - Played it a few years after it released... lot of variety/creativity, but I didn't care about the story enough to enjoy the toybox/sandbox
Starhawk - terrible
Crysis 2 - Bored me to tears
Catherine - I just wasn't feeling the puzzles, despite really liking the premise of the game, and wanting to see the story through
L.A. Noire - Game was interesting in spots, but the whole interrogation thing just seemed like so much random guesswork, I bailed on it
Red Faction Guerrilla - Had some interesting mechanics, but the gameplay wasn't enough to keep me playing through the boring story
Brutal Legend - Got stuck/annoyed at some RTS-wannabe stuff early on, and decided "eff it"