One I just remembered about recently - Crash Landed, a cancelled DS Crash Bandicoot reboot. Love the stylistic redesigns of the characters for this one, I think it could have been a really enjoyable little game.
I wish we'd gotten to see those cancelled Saints Row portable games, Faith and a .45, that Command and Conquer Tiberium Wars FPS, Starcraft Ghost, that KOTOR remake, Star Wars 1313, that cancelled Uncharted-esque Star Wars game that was being worked on, Sonic 4 episode 3, The Four Horseman of the Apocalypse(thank you to MattMcMuscles for all the info he dug up about this one), the Stranglehold sequel, etc
I don't know if someone said this already but for me it's Milky way and the galaxy girls by Lauren Faust.
It was an original concept by Lauren that mainly revolved around personifications of the planets of the solar system (plus the sun, the moon and the milky way galaxy) as teenage girls and it was created in the 2000's. All of the character designs were absolutely adorable and quite unique and Lauren has posted all of her milky way art on deviant art and even made a couple of ragdolls of the characters and sold them at cons along with other milky way merch I believe. She even wanted to make it a show, however the concept was scrapped in favour of My Little Pony: Friendship is Magic.
Although I grew up watching mlp I was so sad and disappointed when I found out that the milky way and the galaxy girls never got it's own show, especially since it was Lauren Faust's passion project at one point as well. And speaking of mlp, sometimes I just sit down and try to imagine how everything would've been like if milky way and the galaxy girls would've gotten a show instead of the 4th generation of mlp. Of course, bronies wouldn't be a thing and maybe the show wouldn't be as long as mlp which had 9 seasons I believe, but I still think about what else would happen besides the two points I listed earlier lol.
Anyway, it's sad that milky way and the galaxy girls never got a show, maybe Lauren gets lucky and makes it into a show eventually!
(Also I just checked the wiki in order to make this post and apparently Lauren pitched a pilot to multiple animation companies? Imagine if someone wants to start a search for it in a couple of years or so lmaooo)