I've tried to finish Great Expectations many times, like 2 or 3, I've only got like half way done. I've tried very hard to be interested in the story, but I just am not. One day I will finish it.
Currently I am reading the Fountainhead which I very much enjoy, but, seem to be having issues finishing.
If a book doesn't immediately grab me then I usually won't finish. The way I see it, I know how important it is to have a good and interesting beginning to a story, and if the author of said book is unable to even make the first 20 pages interesting then that means the rest of the book probably isn't going to magically get better.
Go Tell it on the Mountain by James Baldwin. Not that it was a horrible book, I actually don't know why I didn't finish it at the time.
Eragon
1984. Also don't really know why I never finished it. Maybe because I tried reading it during the summer.
I also once ventured into reading Ulysses, but I knew beforehand that I was probably never going to finish it.
Anything by Charles Dickens I've tried reading and have been unable to finish: Great Expectations, Tale of Two Cities, Oliver Twist, etc.
I was also unable to finish the first Twilight book.
Many times though, I'll put a book down and start reading another book, but then come back to it months or years later.