TotA doesn't need a sequel. The game is complete and super long already. I still cringe when I think about ToS2. Stupid Emil...
If we are talking about games that didn't get a sequel at all I would have to say Brave Fencer Musashi.
If we are talking about games that never got ANOTHER sequel (or a series that had an undeserving sequel) I would say Pocky and Rocky. The second one was lackluster to me and the series could have used another entry.
EDIT: Nevermind, I looked it up on a hunch. BFS DID have a sequel. Holy crap. How did I not hear of this!
I left myself logged in on my friend's CPU and he changed my sig to this ^_^; Official Breloom of the Pokemon X boards