According to legend, there were many Orson Welles movies that were left on the drawing board, or started then abandoned. The one I would have wanted to see is his version of Don Quixote.
Also, there's a great documentary titled "The Epic That Never Was," about a 1930's effort to film "I, Claudius," directed by Joseph von Sternberg with Charles Laughton as Claudius. It had to be abandoned after only a few weeks filming when leading lady Merle Oberon was hurt in a car accident. Seeing the handful of scenes with Laughton that survive make me wish for the whole thing.