Another dummied out feature was the multiplayer, planned for already the first game, but only implemented into the second one. And even then, the game shipped without the multiplayer feature being playable. After years of modding attempts, the multiplayer feature was restored and polished enough to be decently playable. While Thief multiplayer matches aren't a very frequent occurence, they are played by some of the fans from time to time.
A collection of several other features, concepts and NPCs that didn't make it into the final games can be seen here.
Fan Community Nicknames: Thief fans are simply "Taffers", based on the fictional cussword used for the setting's thieves and general low-lifes.
Since the early history of Irrational Games is linked with Looking Glass Studios, the first episode of IG's podcast Irrational Behaviour was dedicated to the role some of the LGS/IG developers played in the making of the earlier System Shock game and the making of the Thief series. For the particular bit of the episode that discusses Thief, go here.
Urban Legends Of Zelda: The infamous Bow Upgrade that was supposedly hidden somewhere in the first game. This is an old Running Gag that became Hilarious in Hindsight when newly released screenshots and footage of Thief IV came out, showing a more steampunkish compound bow, rather than the simpler one that Garrett used in the previous games. As many fans have noted, Garrett seems to have finally found that long sought-after upgrade !
An archived version of the website with a development log and news about the first game can be read here. An archived version of the first game's original promotional website is here.
Thief II Gold, planned before Looking Glass Studios went under. A journal by a designer hints towards a mission going up against necromancers, and another planned during an active raid. There have been repeated attempts at a Fan Remake of sorts, utilizing what has been preserved or documented about these unfinished missions to create a string or campaign made up of them, as an ersatz replacement for the unreleased expansion pack or Gold edition. So far, only one such recreation of an unmade mission has been finished and made available for download. The remake project has currently entered yet another hiatus.