Twice in the last year, both with GOG games :)
Divine Divinity -- loved the game but the last boss fight and actually getting to the boss through this maze of corridors was INFURIATING.
i finally rage quit and never have finished the game. If I want to now I'll have to restart it at the beginning as I lost all my saved games when my air conditioner sprung a leak and flooded my laptop last month.
The other one was
Fahrenheit -- didn't last beyond an hour in that game as the controls are HORRENDOUS. Would never go back to it. Just no interest.
Licurg: Kingdom: The Far Reaches. I ragequit, uninstalled the game, and never looked back.
Whoops. That's THREE for me.:)
Kingdom: The Far Reaches, not only the biggest piece of CRAP on GOG but, I think the worst game I've ever attempted to play. No biggie, though, as it came in that pay-what-you-want bundle last year - I think I paid a buck 50 for 6 games.
That game though is the only one I wish I could delete permanently from my GOG library. No interest in having it there.