World of Warcraft, due to its constantly updated nature, has bits and pieces filtered into the game each patch (so as to make expansions not too big to install). The end result is basically too many doors leading nowhere (both literal and figurative), until the newer patches catch up with the older patches, as it were.
The biggest of these mysteries was the legendary sword Ashbringer, which, despite being in the game files since forever, is still not currently in the game. Though Blizzard gave out hints about how to obtain it, they were just stalling until they came up for a real use for it in the next expansion... much to the dismay of people who spent literal days of played time trying to decipher the hidden meaning behind the herring. As of Wrath of the Lich King, those same players were badly disappointed to find out that the Ashbringer has been given to an NPC in a Death Knight only quest line. One of the more bizzare artifacts of this example was a quest item that dropped from a mob - but no quest is associated with said item.
Poking around in the game's data files reveals some interesting things, though, that one can't see just by playing through the game. Things like "test player housing", or the baby cradles (which people saw in game in The Burning Crusade but were in the game much earlier), or what is now the Albino Drake mount - the "albino" drake has actually been in the data files since launch but it has never, ever been actually utilized for anything until it was turned into a mount in Wrath of the Lich King. And unlike other dragonflights, there's never been a matching color for full-grown dragons, or whelps, or dragonspawn. What was it intended to be originally? Nobody knows. The albino drake appears in the original Wrath of the Lich King trailer as a proto-drake near older vrykul models.
Even more interesting are the extra maps, however - particularly an early version of what became Hellfire Peninsula that exists on the Eastern Kingdoms map-file (suggesting that the original plans for Outland were much, much less grandiose than what Burning Crusade became), or an Emerald Dream map which cannot be accessed on an official server and is very incomplete, but is still easily the size of Lordaeron (i.e. from the Thandol Span to the Eastern Plaguelands in "height", and easily as large in "width" as well). Presumably that too has been shelved for an expansion, despite significant work being finished for it.
A battlefield for Azshara was planned (Azshara Crater), but dropped during development. The map for the battleground still existed in the game's data, albeit with some incomplete and untextured buildings. The entrance flags for the battleground in Azshara still existed 4 years later. Of course, before Cataclysm, the entire Azshara zone was a mess of cut content and dead-end quests, so this example is par for the course. Azshara has since become a starting zone for goblins in the Cataclysm expansion; the goblins have literally strip mined the entrances to the battleground, so it is unlikely that Azshara Crater will ever be implemented.
Most infamously was the complete Mount Hyjal zone in the center of the Kalimdor continent, that was (supposed to be) inaccessible and had no content for it. Enough people went to Hyjal using the now deleted (doubly so! curse you pillar humpers) method of wall walking that they added signs saying you're not supposed to be here, it's under construction, now go away. Basically, anyway. A past Mount Hyjal was used in The Burning Crusade as a raid instance. It has players assisting the combined forces of the humans, orcs and night elves during the Battle of Mount Hyjal in Warcraft III. This past version is an altered version of the northern half of the inaccessible version. Mount Hyjal of the present was finally opened up as a level 78-82 zone with the release of the third expansion, Cataclysm. Again, an even more heavily altered version of the original inaccessible one.
There also exists a zone called Old Ironforge, basically a remaining section of the beta version of Ironforge which was replaced by its current, much larger form later on. It was possible early on to enter this area by dying in the nearby forge and going through the door blocking the way as a ghost. Blizzard later made the door solid even for ghosts. However, as of patch 4.1.0 it is accessible and populated with NPCs.
Another odd example is Blackchar Cave in the Burning Steppes; the area has a seperate subzone name, but no content or quests related to it.
A more recent example with the achievement system: There is an achievement to cook every food added in Wrath, but several of those recipes were removed before retail due to a change in design philosophy. However, Blizzard has announced that some of these will be added in another form soon while others will be cut for good. A similar change is presumably responsible for several jewelcrafting gemcuts not having a Wrath equivalent yet.
At launch, there were plans for two mounts to be available by quests: one in Winterspring for the Alliance, and one in Un'Goro for the Horde. The Winterspring trainer was added at launch, but the Raptor trainer in Un'Goro was added without quests, and then removed years later. Years after that he was finally added back with his quests in a content patch in Summer 2009. The Horde quest chain is significantly different, and easier, that the Alliance version. Take that as either an "I'm sorry" from Blizzard or a look at how the game has changed since launch, or both.
Before the Cataclysm expansion, Stormwind City had two instance portals behind doors. One was presumably where player housing would go if they ended up ever doing that. The second led to a non-implemented dungeon (Stormwind Vault); the map for the dungeon was completed but it was never implemented and is inacessable. The second instance has been said to be a prison for Stormwind's more powerful convicts, such as mages and demons.
Karazhan was also planned for vanilla; there are several videos showing a pre-Burning Crusade design. Underneath the tower, there is also an unopened dungeon (which you can get to in the live game), called 'Crypt'. It contains, among other things, a pile of bones (that fills an entire room), skeletons everywhere (even in the walls - every square foot of the hallway is basically made of body-filled cubby holes), and an underwater room full of chains with corpses hanging off them entitled "The Room of Upside Down Sinners". One can assume this dungeon was cut for rating reasons, despite the fact that the hanging corpse model is used extensively.
An untextured and unused, but still rather extensive, set of shell-themed structures and caves called the "Dragon Isles" can be found in the game files. An old piece of concept art shows what the main nautilus-like structure would have looked like textured. Blizzard has given no hints as to what these were for. There are not the same as the shell-creatures seen in Vashj'ir.
Until patch 1.8, Silithus was this. It had a massive wall through about the midsection of the zone, cutting off the southern half. The northern, completely accessible half had nothing in it. There were a few geographical landmarks and a handful of mobs, which didn't drop any items or even experience points, and nothing else. In patches 1.8 and 1.9, they revamped it into pretty much what it is today.
Some class/race combos (such as Dwarven mages) were cut from the beta before eventually returning in Cataclysm with new ones. Some hints of this remained in the game however, such as a Dwarf NPC in Ironforge clearly meant to be a mage.
As mentioned before, the idea of player housing was around since the beginning of the game, but was never implemented. The Garrison feature from the upcoming Warlords of Draenor seems to be how it's finally going to be implemented, if on a different and more gameplay-affecting level. Sunsong Ranch in Mists of Pandaria kind of played with the idea, giving every player their own version, with some form of customization.
The Ruins of Kunark expansion for Everquest was rushed, and shipped with a missing underwater dungeon called Veksar. Players could find the door to it (hidden in a lake), but trying to enter it would pause the game for several minutes and then kick you back out. It was later redesigned and released in a patch.
Everquest also included models for each of the worshippable deities. Many were redesigned when the gods were eventually released in subsequent expansions.
When Runescape introduced the Grand Exchange, players could search by name for the item they wanted to buy. Players quickly discovered several dummied out items including the 'Thingie'. These were quietly removed within a few days of the Grand Exchange's release.
The same thing happened when QuickChat was released- the item database included items that didn't exist. Word of God says that some of these from both events were jokes put in the game by the dev team.
Ragnarok Online contains a number of dummied out elements, though most of them stem from a hacking incident after the KR version left beta. The damage from the hack forced a (rushed and somewhat mishandled) total remake, and elements of the game still bear what would probably have been links to features that couldn't be implemented in the rush to restore the destroyed development files. For instance, signs exist of planned-but-abandoned housing and karma systems, cave entrances with no actual connections on some maps, and until more recently the location for the PvP arena (which in the end got a vastly simplified and smaller system in place of planned automated league system). As the game has come of age, many things that were planned in the initial version have finally begun to filter back in, such as the 3rd and Alternate-1st jobs, and these signs of dummying out are slowly getting filled in with replacement ideas or remakes of the original concepts. Bits of data have been mined from the client files for planned, possible, and abandoned content. .. Oh and the Casino mini-game was dummied out of the international release for legal reasons.
Mabinogi, The North American version, usually gets this as No Export for You. In oversea versions, The game has the Nekojima Island, populated by the usual humans, along with Cats and the enemy Ratmen. In the North American version, before the island's coding was patched out, it was possible to glitch out and teleport to the island. Rumors before the patching says that being on the island gets your ID reported to the database for hacking.
The Pet system suffers this also, as recently, to the North America server, Songbirds were added. In the overseas versions, these pets were added way earlier and their data was created in Mabinogi's early Pet system phases.
Ditto for items, such as designer sets, which most likely, the data exists, but will be included in a later path. Deconstructed with items with their I Ds mixed up, in which will glitch up the characters and may crash the game.
Star Trek Online has the saucer piece to the Constellation-class ship. Accidentally released during the 8.5 update, it was removed two weeks later, though the devs allowed those who already had it active to keep it.
Final Fantasy XIV has conjurers/white mages and thamaturges/black mages use different weapon animations in 1.0 compared to the new ones used in 2.0; 1.0 had the player hold two handed weapons with both hands and had the appropriate battle stance. 2.0 has all two handed weapons for the mage classes being held with one hand for the sake of keeping animations across all classes universal. However, parts of the old two handed animation can still be seen if the player parries an attack and you can see the character hold their staff with both hands.
Kingdom of Loathing was initially going to have inventory limits. This idea was scrapped very quickly when Jick realized it would be nothing more than an annoyance, but the Container equipment slot had at this point already been implemented, and a handful of Container items had already been created. These weren't removed because most equipment slots aren't displayed when empty, and none of the Container items had actually been given a way to be obtained legitimately. Eventually the few carrying capacity bonuses in the game were converted to trivial item-drop or money-drop bonuses, then an "official" container item was released in the form of the TÎ¤lisman of Baiø‡, which did nothing, and a while after that the Container slot was reworked into the Back slot, removing the last remnant that inventory limits had ever been considered.