Cindy the flight attendant. After mysteriously disappearing during the Tailies' trek to the main characters' camp, she's later confirmed to have been abducted by the Others, though it's also kinda/sorta hinted that she actually is one of the Others and was deliberately put on the plane (which later turned out to be false). Then she disappears again until the final season... where she does absolutely nothing and just stands around in the background, to the point where you wonder why they even bothered getting the actress back.
Danielle Rousseau. In a show where nearly every episode features character flashbacks, the researcher-turned-survivalist who spent 16 years alone on a mysterious island as the sole survivor of a shipwreck, after being forced to kill her crewmates when they went crazy from a mysterious virus, and whose daughter born on the island was kidnapped by the Others, never got a flashback of her own. We see only bits of her backstory during the time shifts (and one flashback from Ben's perspective), with most of her story being relayed through dialogue. And as if that wasn't a big enough sin, when she finally reunites with her daughter, they have only about two scenes together and never really bond before Rousseau - one of the most badass characters on the show - is unceremoniously killed by a sniper shot to the gut, wasting a great opportunity to see her go on a Roaring Rampage of Revenge.
Could be said of some of the short-termers: Libby, Charlotte, Ilana, etc. In Season 2, Shannon died after she was just starting to develop.
Libby's lack of focus in particular was a sore spot for fans who expected that late Season 2 might finally give them a glimpse into her backstory. The other prominent tail section survivors - Ana-Lucia, Eko, and Bernard - all got episodes filling in a good chunk of their backstory, while Libby only appeared briefly in a few other characters' flashbacks. A canonical reason was never cited for her being in the Santa Rosa Mental Institution (though the flash-sideways in Season 6 hinted at one), or for her being on the plane. The writers may have initially had plans to flesh out her character more, but due to the negative fan response to Ana-Lucia, they decided her death alone would not be tragic enough and they had Michael accidentally kill Libby as well.
Among the Freighties, Charlotte was given very little purpose to the plot, her role as an anthropologist not even coming into play, and her purpose for being on the island barely explored except for vague allusions that she somehow knew she had been born on the island. She seems mainly to have been there to serve as a love interest for Faraday.
Ilana, being a prominent recurring character in Season 5 and promoted to the main cast in Season 6, was set up to be important to the mythology, with the writers even planning to reveal that she was the daughter of Jacob. They felt that they didn't have enough episodes left to tell this part of the story, and so they killed her off rather abruptly, Arzt-style, with an errant stick of dynamite.
A case where it was not the fault of the writers was Mr. Eko, who for many fans was the most interesting of the tail section survivors. Despite the writers having planned out a large character arc for him, he was unceremoniously beaten to death by the smoke monster with plenty of interesting story left in him. Although he still had three whole centric episodes to himself before he was killed off, more than what some of the other characters got. This was mostly due to Adewale Akinnuoye-Agbaje wishing to back out.
Frank Lapidus. Brief dialogue painted him as something of a conspiracy theorist (on a mysterious island with time travel and reality-bending numbers and polar bears! Imagine the possibilities!). Despite being upgraded to full-time status in Season 6, and being one of the few main characters to survive the entirety of the season and escape the island, he spent most of that time doing little more than hanging around the other Losties and snarking on the general weirdness of the story unfolding on the island. He never got his own centric episode, nor did we ever see him in a flash-sideways.
Matthew Abaddon, the mysterious figure from Locke's flashback who turns out to be working for Charles Widmore. His surname is a reference to Judeo-Christian entity that is either an angel or a demon (usually a demon), and he is hinted to know a lot more than he lets on. He is killed in his fourth appearance and nothing about him is ever explained or elaborated on. Apparently the writers wanted to do more with him but Lance Reddick was busy filming Fringe.
Caesar was introduced as a mysterious and shady character who quickly assumed a leadership role among the Ajira survivors. Before anything could come of it, he was killed by Ben, and then the rest of the Ajira survivors were killed offscreen. As with Mr. Eko, the writers had intended for Caesar to have a larger role (he was going to be a series regular and was even going to feature in the finale), but the actor backed out.
The rest of the Ajira survivors as well. It could have brought in a slew of new characters forced to deal with a situation they didn't understand, with the normal cast members forced to deal with them as well. Aside from Ilana and her team (who themselves were short-lived), the Ajira survivors are merely extras who are unceremoniously killed off-screen by Widmore's people.
Even Jacob, despite his importance to the plot. The character is basically the secret master of the Others and has been interacting with the core main characters at vital points in their lives. He's the brother of the Smoke Monster and his overall goal is to find someone to take over as caretaker of the island in his place. Although he is mentioned many times and gets a lot of build-up, he isn't properly introduced until the Season 5 finale, whereupon he is abruptly killed off. While he does get his own full-length flashback episode ("Across The Sea"), it doesn't happen until the very end of the series and comes across as a last-minute info dump for fans.
Nadia. She's established as perhaps the single most important character in Sayid's backstory and is the catalyst for nearly every major character moment he has throughout the show - their reunion while he's working for the Intelligence Division of the Republican Guard gets him to turn on his superiors, her presence in California is what sets Sayid onto Oceanic 815 in the first place, her murder is what leads Sayid to join up with Ben and start assassinating Widmore's people (which then puts Ilana on his trail and results in him boarding the Ajira flight that brings him back to the island), the possibility of reuniting with her is partly what convinces Sayid to join the Man in Black's cause, and the shame of disappointing her is what Desmond uses to convince Sayid to turn back to the side of good. Despite this (and despite the fact that Nadia is one of the few recurring characters to appear in every season of the show), not much of their relationship after Sayid returns from the island is shown onscreen, her one appearance in the Flash-Sideways has her married to Sayid's brother instead (with Sayid claiming he doesn't deserve her because of his personal baggage), and the finale has Sayid reunite with Shannon as a romantic partner instead. While Sayid and Shannon had certainly grown close on the island and he was deeply devastated by her death, it can be jarring to see this result given how much importance was put on Nadia's presence throughout Sayid's entire life while Shannon only knew him the 48 days they were on the island together, and they were only a couple for a little less than two weeks.
