Man I remember Beyond Good and Evil. I got to the end but I could never beat the last boss. I even had friends try to beat him but they couldn't either. I remember it being a really frustrating fight, and I had a pretty crappy controller back then too haha!
My list of games I still need to beat is shrinking rapidly as of late, but there's still plenty more to go.
NBA2k11 - Need to finish leveling up my My Player character, so he's worth a crap in multiplayer games.
Starcraft II - Need to finish the campaign. The new one is on it's way out and I'm still only halfway finished with the original one.
Arma II - Almost every single player campaign is untouched.. I don't know if I'll ever get around to doing them. I always end up just playing on servers lol
Batman Arkham Asylum - Still need to finish this one off. Great game, I wish I could run the Physx though
Dead Space 2 - Need to finish this game, but I'm scared...
Neverwinter Nights 2 - I don't know how close I am to finishing this one. I've been playing it off and on for a few years now and It just keeps going and going lol.
Assassin's Creed: Brotherhood - I'm about halfway through. Great game!
The Witcher 2 - About halfway through on this one too.