The Hire, a series of short films produced by BMW (featuring Clive Owen as an unnamed driver of BMW cars who gets involved in various adventures), was originally intended for Internet broadcast. The series proved so popular that BMW eventually put out a few different DVD versions. But Forrest Whitaker had a clause in his contract that stated that the segment he appeared in ("The Follow", directed by Wong Kar-wai and also featuring Mickey Rourke and supermodel Adriana Lima) would only be distributed on the Internet, so some DVDs lacked that segment. Anyone wanting a complete DVD (and you should, as "The Follow" is one of the best in the series) is advised to be cautious in purchasing it.
Cassandra Clare deleted The Draco Trilogy after she became a published author. "Bootleg" copies can still be found in some corners the Internet, though latter chapters are particularly elusive.
The Essential Kriegsaffe #9 has gone missing since the site it was hosted on shut down.
One episode of The Runaway Guys' Let's Plays of LittleBigPlanet and LittleBigPlanet 2 is missing due to the file being corrupted, which means it must be rerecorded. You'd think Chugga would do backups...
Around 2003, Microsoft planned to release a new version of their operating system, codenamed Longhorn and being a minor update to Windows XP. However, due to the snowballing number of bugs and security holes inherited from XP, Longhorn had to be scrapped and replaced with a new branch. The only thing left is screenshots and a couple of testing builds.
Happened even earlier, to Windows 96, codenamed Cleveland, later Nashville. The main features of this would-be new version, which revolved around tighter integration of Internet Explorer, were eventually shipped as the Windows Desktop Update in 1997, as an optional feature of Internet Explorer 4.