I'm adding Trigun: The Planet Gunsmoke to the list, not because I think it would necessarily been a great game (you never know with licensed titles, plus I always liked the comedy first of Trigun, then the action, last the drama, and games don't do comedy so well usually,) but because the game actually did go on to be a real game that might be somebody's favorite... kind of... maybe?
Trigun's manga artist collaborated on a new game with developer Red some time after Trigun Planet Gunsmoke shot a blank, and they created Gungrave, which has distinct similarities to the character designs and weapons of Trigun characters. It's a different setting, it might not actually be the same game (maybe they reused character animations and modified models, and dropped them onto levels remade from deserts to gothic horror? Or maybe Yasuhiro Nightow just likes guys with double pistols or guys with giant guns slung on their backs?), but there seems to be a connection between what never was and what actually did get released.
(BTW, both Gungrave and Trigun are coming back in 2023)