You feel like you've been given the first three chapters of a story, a story that you really would have liked to see to its conclusion, but either a) it's on a whole different set of rails now, or b) while you
do see it to its conclusion, it ignores the intriguing possibilities you'd hoped to see. Note that this does not include a plot/idea you like not being a well-written story/well-made game/etc.
Compare
Aborted Arc and
Worse Than It Sounds. Contrast
They Plotted a Perfectly Good Waste, where something that the fans would complain about normally is turned into an entertaining story. Not to be confused with
Offscreen Moment of Awesome, where the thing you would have liked to see
did happen but they never actually showed it. Often results in
Alternate Continuity Fan Fic Fuel.
Examples