Out of all the things that annoy me in games, possibly the worst offender would have to be games that end on a cliffhanger. There a lot of games out there that end with no resolution to the overall story. These companies in their hubris automatically think that they're gonna make a sequel right afterwards but then the game has poor sales and we're just left with a storyline that doesn't go anywhere. You'd think they'd do the smart thing and have the story of each installment be more self-contained. When you're trying to start a franchise, you don't know for certain if it's going to take off and get a bunch of sequels. I mean, they could leave something in the plot to where there could be a possible sequel but don't just end it where nothing gets resolved. We see the beginning of an epic that doesn't have a middle or an end and it's annoying as fuck!
Half-Life would have to be the prime example of this. We will never know who the G man was or who he was working for. We will never know what became of Gordon and Alex or what they ended up doing at the Borealis (And no, the fan fic Mark Laidlaw put out doesn't count.)
Why even live?