Name a game you've never finished, but still play...
I've had my Wii since around the time it was released. The first game I bought for it was The Legend of Zelda: Twilight Princess and I STILL haven't finished it. I usually have to spend a good day of just figuring out where I left off in the stupid game.
However, I just can't commit myself to finish a single Grand Theft Auto game. I guess it's because there's SO much to do in side missions that i just get bored and decide to go kill some people or see how many cars i can blow up. At least with GTA: IV, people continually bug you to do something, so that kind of keeps me focused. Kind of.
I recently downloaded and installed DOSBox because I have a $10 Babbages game that a friend and I committed 13 hrs of non-stop game time to try and beat the stupid thing. We never could figure it out and it's been in the back of my head since.