SpaceMadness: Jak 2 -> I got stuck on the final boss
Dragon Age: Origins -> As I progressed further in the game, the game's performance started to get progressively worse. Near the end of the game, and I couldn't bear the frequent slowdowns and crashes anymore, and quit an otherwise enjoyable game. I was playing the the PS3 version, I'm not sure if the PC version has similar issues or not.
Deus Ex: Human Revolution -> My PS3 went kaput while I happened to play this. While I did get a replacement PS3, I didn't have it in me to start over.
Shovel Knight -> Somehow I made it to the last stage. Unfortunately, I couldn't finish it, and gave up.
A Story About My Uncle -> The last platform bits were too much for me. I stopped playing, but I watched the ending on Youtube.
Those games worked on PC quiet well on release Deus Ex worked best with a modified exe removing DRM it behaved it self.