In the story "Tintin: Red Rackhams Treasure", it is mentioned early on that the villain of the previous story, Max Bird, has escaped from prison and may be hiding aboard the ship. In the end, this plot point seemingly just serves as an excuse to get Thomson and Thompson into the story, since there is nothing to indicate that Max was aboard the ship, and this is Hand Waved near the end when the Thom(p)sons claim he was "discouraged by their presence". Max never appears in any later stories, either.
In the comic book of Tintin The Blue Lotus, it is mentioned that the evil fakir from the previous story had escaped from prison. This was never mentioned again. Hergé wrote these comics as serials, which took months to finish, and then they were collected into comic books. The Fakir subplot is resolved in the original version published in serial form. Tintin refuses to leave India until the matter is resolved, and they later receive a message that the fakir has been captured. Not much, but still... The fakir's escape is mentioned to explain who just fired the poisoned dart that made the emissary from Shanghai go mad in the installment before, i. e. in order to solve what otherwise would have been a mystery that required Tintin staying in India to solve.
In Tintin - Tintin in America: Tintin is sent to America in order to arrest the famous gangster Al Capone. After a short confrontation, Tintin manages to capture Capone but the latter escapes while Tintin calls the police. Al never appears again and for the rest of the album, Tintin faces Bobby Smiles, the boss of a rival gang of Al Capone. Justified as Capone is the only real-life person to be depicted in whole series and the failure to capture Capone reflects the fact that Capone was still active at the time of writing.
In Tintin: Land of Black Gold, Tintin attacks a henchman named Ahmed in the middle of the desert, steals his horse and presumably leaves him in the middle of a burning patch of sand. We have to assume that Tintin either killed him or left him to burn, unless there was some kind of portal or tunnel to throw him into it.
In the 1970s, Doctor Strange was going through a series of writers all within less than two years. During one of the early writers' runs on the book, Doctor Strange had a house guest staying at his manor, and he had gone insane and fled the house. This was never followed up on, because the writers that followed were usually fired or left the book before they could pick up on the dropped plot line.
Things like this used to happen constantly in Marvel titles. In 1993 X-Men titles alone, there was Scott Summers' long-lost second brother (mentioned but never found, and soon forgotten by everybody) and Wolverine's recurring vision of a tree with radiators growing out of it (never explained).
The "3rd Summers brother" plot was finally resolved 13 years later in "X-Men: Deadly Genesis" which revealed a new character Vulcan to be born in Shi'ar-member of forgotten second X-Men team-Ax-Crazy Gabriel Summers. Long before that there was a common belief that it was Adam X-Treme, son of Shi'ar emperor D'Ken. So it's more a Brick Joke.
Technically, it's still implied that Adam X-Treme is in some way a Summers half-brother, as he's half-human.
Apocalypse almost ended up being made into the third Summers sibling but thankfully editorial squashed the plotline. On the other side, as part of the "X-Men: The End" trilogy, Chris Claremont made Gambit the third sibling of sorts in said alternate reality storyline, but with the twist being made that Gambit was a clone-son of Sinister and that Sinister spliced in Cyclops' DNA (his X-gene, specifically) as part of his plot to use Gambit as a host body to kill Apocalypse. Claremont's storyline itself was largely seen as a "Take That!" against Wizard which heavily pressed in the pages of its magazine for Gambit to be revealed as the third brother (using the dubious logic that they were both 20-something white american males with brown hair, red eyes, and explosive energy powers). It's also a reference to Claremont's original plan for Gambit to be revealed as another persona of Sinister's intended true identity as an immortal mutant child, the child's version of a "roguish hero" archetype to Sinister's "archvillain."
In a 1989 issue of Uncanny X-Men, Chris Claremont introduced a group of Badass Normal ex-SHIELD agents-turned-mercenaries called the "Harriers" led by a man named Hardcase, an old friend of Wolverine's. They were made to look like a potential group of recurring characters even going so far as having a "created by" credit caption in the splash page with Claremont and penciler Marc Silvestri. So far, though they have only appeared in that one issue.
Numerous X-Men titles introduce characters who are prominent for a while then generally disappear. For example, X-treme X-Men introduces Lifeguard and Slipstream, who are important members of the team until Slipstream goes nuts and runs away. Lifeguard leaves with Thunderbird to find him, putting them on the proverbial bus. Lifeguard resurfaced in a single panel in the early 00s "Excalibur" series; Thunderbird and Slipstream didn't.
It was later revealed in an official Handbook that Thunderbird and Lifeguard retained their powers after the Decimation while Slipstream was depowered. Lifeguard was also mentioned to have joined the Xmen in San Francisco on Utopia, but no word on what happened to her brother or her boyfriend.
The 1987 Mephisto Vs.. miniseries concluded with the revelation that Mephisto had acquired Rogue's soul. This has never been mentioned again.
A mid-story issue of the Super Mario Adventures comic strip, which ran in Nintendo Power during 1992, featured this. Toad uses a Cape Feather to fly up to a pipe sticking out of a cloud (allegedly the one Mario and Luigi entered at the beginning of the story to unknowingly wind up in Dinosaur Land), and gets "help" — which is actually Bowser's Koopa Troop in disguise (the cloud was actually a disguised airship). After the Princess gets kidnapped, Toad is shown being held hostage by two Koopas, tells her that the Koopas have taken over the Mushroom Kingdom, and is then never seen or mentioned again for the remainder of the comic.
In Planetary, an early issue has the team invading a secret installation where scientists are attempting to create a fictional Earth and give it substance. They succeed, but someone escapes from the fictional Earth and goes on a killing spree. The issue ends with a caption telling us that he is still at large. He is never seen or mentioned again, except for a quick mention in the final issue, where Elijah basically says they've given up on looking for him.
In Mark Waid's mid-90s reboot of Legion of Super-Heroes, the first arc's Big Bads were a group of psychopathic, xenophobic Daxamites. (Daxamites are related to Kryptonians, each one roughly as powerful as Superman.) To underscore how powerful and awful these villains were, a dozen of them destroyed a planet in minutes by flying over it and blasting it with their heat vision. Those are the key facts: very evil, very powerful, and there are (at least) twelve of them. The next issue four of them attack Earth and it's an amazing fight, with Crowning Moments of Awesome and Heel Face Turns and heroic sacrifices and deaths, and at the very last moment the four Daxamites get defeated, the Legion proves its worth to the skeptical authorities and the universe rejoices. And the other eight Daxamites? Each with the power to destroy a continent? Responsible for the deaths of billions? They never, ever, ever get mentioned again.
Star Wars: Tales of the Jedi included a subplot in which the Dark Lord of the SithExar Kun poses as a Jedi Master and brings a group of Jedi over to his side, infects them with shards of a broken Sith holocron and sends them out to assassinate their own masters. After the montage of successful attacks on Jedi Masters, none of these dark Jedi reappear and their fate is left unmentioned at the end of the story.
Near the end of his surreal run on Animal ManGrant Morrison created "Comicbook Limbo" for this sort of character. Not dead. Not in prison. Not retconned out of existence. Just gone.
In the first issue of the Life With Archie: The Married Life, Cheryl Blossom has ended up as a washed-out actress waiting tables in LA and was not been seen or mentioned since despite her brother Jason factoring into a plot. She's finally returned after 20-odd issues. And she has breast cancer. Cheerful stuff, huh?
Also, Nancy was suspected to be having pregnancy symptoms around the same time Midge was. But not only was this never mentioned again, she and Chuck were shoved into the background for the rest of the series.
"The pious Helene" by Wilhelm Busch. First her husband and shortly afterwards her cousin/lover (who's the real father of her twins) die, she goes mad, becomes an alcoholic, and dies too. It's never mentioned what happens to the twins.
Captain America's "Midnight In Greymoor Castle!" story, the final World War II period story in Tales of Suspense in the 1960s, had Rogers leave his unit in the field to help Bucky who has been captured and held in a castle in Britain. Although Cap later saves his besieged unit by smashing their attackers with a V-2 missile, the fact remains that Rogers is suspected of desertion and thus in serious trouble. In the next story, the series returns to the present day with Cap telling that story and the Scarlet Witch asking if he got in trouble and Cap simply explains that US military intelligence covered for him.
The BIONICLE comic Ignition 12: Realm of Fear devotes an entire page (which is a lot, considering how crammed everything is) to the feared Makuta Icarax contemplating on whether he should accept the offer of one of his brothers to fly to Karda Nui and help their cause. He then decides to go, but really plans to betray his brotherhood by not merely stalling but killing the good guys, and then using the situation to further his own agenda. He never appears after that page, despite having a very prominent presence in the books that tell the same story, and being a key figure in how the events play out for certain characters, such as Krika, whose depressing fate the following issues also neglect to describe.
During JMS' run on Spider-Man, a villain called Tracer was introduced, claiming to be a machine god, kinda like Thor. When Peter defeated him, he said he would step off the path of godhood for awhile. He hasn't been seen since.
On a similar note, during the mid-nineties, a new Spidey foe named FACADE was introduced, and even killed supporting character Lance Bannon. FACADE's real identity was built up as a big mystery, but FACADE more or less fell off the face of the Earth shortly thereafter.
In Lucifer, Elaine's friend Mona falls increasingly to the background as the story progresses, and by the end she's not present for any of the important events, and no-one even mentions her. Considering that Lucifer had made her a guardian spirit (of hedgehogs!) in his Creation, you would think that she would pop up at some point, or at least warrant a comment.
The Return of Superman 1993 trade paperback terminates during the beginning of Adventures of Superman #505, ending with Superman reuniting with Lois without bothering to address Clark Kent's reintroduction into society.
The ultimate fate of the luvcats is never revealed. Issue #3 implies there's still a few left, but they're not even mentioned in the final issue.
There's the fate of the Changelings captured in Ponyville. Twilight tells Spike that Celestia will "deal with them", but beyond that there's no indication of what happened to them.
My Little Pony Micro Series Issue #3: Despite Pinkie Pie making a big deal about not forgetting to send letters to Rarity (and Rainbow Dash sheepishly claiming she will not forget) Rarity isn't being shown writing or receiving any letter to/from her friends. Fridge Logic can explain it as the hippie farm only being visited twice a week by the pony express, and then Derpy Hooves being scared away before she could pick or deliver any mail.
In the ElfQuest - New Blood story "One Life One Lie", the insane elf, Door, uses his rock-shaping powers to trap a human servant boy in rock restraints and shapes a stone knife coming down from the ceiling which threatens to enter the boy's chest and kill him, all because the boy dropped a bowl of fruit. The last time we see the boy, he's still alive and then... nothing. We never see the boy again or hear anything of his fate.
In 1987, a Superman story written by Marv Wolfman introduced the villain Constantine Stratos, an insane Greek millionaire who fancied himself the scion of the gods of Olympus and used a Weather-Control Machine to attack Superman. Superman destroyed the machine, but was not able to save Stratos, whom he believed was killed when his machine exploded. The end of the issue revealed that Stratos was very much alive and had been altered by his exploding machinery so he now could manipulate the weather by himself, without his technology. He was last seen swearing vengeance on Superman. This was in 1987, and he was never even mentioned again.
... until 2005, when he appeared as a character in the novel Superman: The Never Ending Battle, by Roger Stern.
Dan Jurgens began his run on The Mighty Thor with the Thunder God once again forced to assume a mortal guise, this time occupying the body of an EMT called Jake Olson, who was killed during a battle between Thor and the Destroyer. Jake's partner, Demitrius Collins, is seen stealing drugs from their hospital and selling them on the street, and plots to pin the blame on Jake. Sure enough, the epilogue to the first story arc (in which Thor frees the missing Asgardians from their captivity at the hands of the Dark Gods) features detectives tracing the stolen drugs to Jake and finding them planted in his appartment, leading the reader to assume that Demitrius has made his move. However, in the very next issue, Jake is confronted by the police, discovering that Demitrius was actually an undercover detective all along and had determined that Jake had been a drug dealer before Thor assumed his identity, and the reader learns that the real Jake Olson was a criminal when the long-missing Loki returns to recover his tormented soul from Mephisto's realm and place it in a new body as part of a new scheme against Thor. This was a genuinely clever twist... but it still failed to explain why Demitrius was selling drugs, prompting many fans to assume that Jurgens just forgot the earlier plot point!
In Marvel's Laff-A-Lympics book, Scooby-Dum (Scooby Doobies) and Sooey Pig (Really Rottens) were left out. Not that the Scoobies and Rottens ever noticed.
Warlord of Mars had Thuvia, Princess of Ptarth. She is introduced as a supporting character that in the source material would later be upgraded to main protagonist in the fourth book Thuvia, Maid of Mars. After the story arc that adapted the third book in the series was concluded, she was never seen or referenced again in the comics, which by that point went on a completely different direction than the books.