Diffle/GameClay. That one's public; you can read about it on the web.
The MUD I started when I was 14. This was the first major programming project I worked on; I taught myself C and C++ and Java and UNIX networking for it. But eventually I found it was too big a problem for my programming experience, and gave it up.
RuBeans. Right after I'd finished a Netbeans plugin for my job, I figured that Ruby was becoming hot (this was early 2006) and really could use a decent IDE. I worked on it for a couple months (in my spare time) then gave it up when I found that another group was a lot further along than I was. I think they ended up getting bought by Sun, and Ruby support folded into the default Netbeans installation.
inAsphere.com, a dot-com for teenagers by teenagers. Back when I graduated high school in 2000, a bunch of friends and I were employed by this venture-backed startup to create a "teen content" site run exclusively by teenagers. We had our funding pulled after 3 months.
There are also a bunch that I don't really consider worthy of a blurb - getting turned down from jobs (ITA, Twitter, and FriendFeed are the notable ones), jobs I passed up that ended up being successful (turning down the employee #2 position at DropBox is the big one), programs I wrote at various jobs that never got used, etc. And a few that could easily have been failures, but that I turned into successes at the last moment - basically everything related to graduating from high school and college falls into that category.