Shrug of God: Supposedly, a request to describe Altrouge's appearance was declined because "it's more interesting that way!"
Vaporware: Tsukihime 2: The Dark Six. It got a No Fourth Wall trailer in Kagetsu Tohya and three prologue chapters have floated around the internet forever. Not a single other thing is known about it, never mind a release date. The Tsukihime remake used to be this, but it was finally officially announced at the end of the Tsukihime manga.
What Could Have Been: Satsuki was originally supposed to be one of the main Tsukihime heroines with her own route. This was removed at the last minute and she simply became a minor character. The upcoming remake is supposed to finally include a route for her.