Firefly. Though I recognize getting Serenity is more than most fans of cancelled shows are given, my television watching heart will always wish there were more episodes.
Pushing Daisies. Mostly because the ending felt very rushed, likely because they felt they had to wrap it up. I will forever wonder about Ned’s father and many other things.
Dead Like Me. Don’t even talk to me about the film. We don’t speak of it. I just want more episodes of the actual show with the actual actors playing the actual characters.
Honourable mentions go to: Wonderfalls (probably the most satisfying ending in the Fuller-verse thus far, but, I would never say no to more) and Kyle XY because the cliffhanger it got left on was painful.)