There are two big ones that constantly haunt me:
First up:
Darkwatch 2
The first Darkwatch was a staple of my teenage years, and the thing that got me into liking Westerns, but especially the Weird West. Jericho was so cool and everything my edgy little gothy babybat self loved in a hero. The mechanics of the game borrowed a lot from the original Halo (another big time favorite of mine) so it felt like a game practically made for me. It makes me so mad that, to this day, the OG creators have expressed how much they would love to make that sequel, but Activision is holding the IP hostage.
Second one:
Kameo 2
Another obscure game that I had hours of fun with. Admittedly, I do not like how hard they intended to veer into grimdark territory for the sequel (the charming aesthetic was a major component of what I enjoyed about the original) however, I would be a liar if I said I wasn't at least intrigued about why the formerly cheerful world has decayed into darkness. I would have at least played it and tried to go in with an open mind. I have so many questions about the plot, characters, lore and how their world went from beautiful to corrupted, and, sadly, I will never have answers. I'm too lazy to go seek it out, but I recall a leak of the game's early build was published on youtube once, and the gameplay looked very fun -- like a mix of Assassin's Creed and Sly Cooper.