I can't think of too many, but I remembered
Metroid Dread, and it's not only my favorite because it's related to Metroid, but due to the title (Dread is a pretty strong and dark subtitle) and because the timeline is so freaking weird.
- The game received no formal announcement of any kind, only appearing on an internal Nintendo software list and then being leaked by GameInformer in June 2005. It's strongly believed to have been a sequel to 2002's Metroid Fusion, which 17 years later is still the latest game in the Metroid timeline.
- Dread was rumored to be released some time in 2006, but E3 2005 and 2006 go with absolutely 0 mention of the game. By 2007, it's believed to be cancelled or in development hell.
- Then in August 2007, Metroid Prime 3 comes out, and there's a random computer screen on a wall in the Space Pirate Homeworld that reads "Experiment status report update: Metroid project "Dread" is nearing the final stages of completion." This reignites discussion as to what's going on with the game, since this message seems to be a hint that the game will make an appearance soon. The room this message is in happens to also be called the "Metroid Processing Room," ironically enough.
- The following month, Mark Pacini, the director of Metroid Prime 3, says in an interview that the connection between that scan and the rumored Metroid Dread are completely coincidental and unintended. So out of all the ominous words in the English language, they just happened to land on "Dread," with that specific wording, in that specific room, with that specific timing?
- In May 2010, almost three years later, Craig Harris of IGN confirmed that he had seen the game himself, and that the story was fully written, so Nintendo could make and release the game pretty much whenever they wanted to. I don't know if he's the one that said this, but somewhere along the way it was stated that the game looked like a slightly upgraded Metroid Fusion in terms of graphics.
- Over 12 years after it became public knowledge, Metroid Dread is nowhere to be seen, and nothing else at all is known about it. To date, of all the games on that software list from 2005, Metroid Dread was the only game not to be released.
WTF.
A lot of Metroid fans would've been really excited for the game, since it'd basically be Metroid 5, taking place after Fusion, which ended on something of a cliffhanger. But I personally don't like Fusion's story (it's mostly just a bad ripoff of a bad Aliens movie, which was then ripped off even worse in Other M), so I won't lose sleep if we never get a Metroid 5.
Just tell me what's going on with Sylux, damn it. That's infinitely more interesting than turning the Galactic Federation into discount Weyland-Yutani.