Well no-one else has said it yet but pokemon.
Over my childhood i played a hell of a lot of Red, Silver, Sapphire and Leaf Green, but i never got close to completing the pokedex.
On my first pokemon (silver) i had three pokemon at lvl100, and the rest of the party was lvl95-98 playing the elite 4 over and over and over with a single pokemon just to get the last few levels (after running out of rare candies) but i never got the dex closer than ~30 pokemon off. Even disregarding the trade or alternate version exclusives and the [practically]unobtainables (legendaries from event codes) it was such a grind to get some of the last pokemon with high evolution lvls and i just never managed to finish that pokedex.
I have come to terms that i will never infact 'catch em all'.