Oh yeah Bioshock 2, arguably superior gameplay if you could get over the addition of frequent escort quests and I had alot of fun with the multiplayer but he story? Nope, wasn't feeling it.
As for outright cliffhangers the game that comes to my mind is Halo 2, literally the entire Earth was in massive peril and the Chief is headed out to to deal with that and boom credits roll. To be fair Bungie just ran out of time, not the ending they intended but THAT was a cliffhanger. Alan Wake finished with Alan in a very bad position but he wasn't in immediate mortal peril and like I said the mission as it was was accomplished so complaining that it had no ending because of that would be like claiming 300 had no ending because they died.
Another thing that I'd like to add, too, is that loose ends are actually good for us gamers.
Take the example of a game that's developed with relatively modest expectations, but happens to be a hit. Publisher asks developers for a sequel. Now, if the developers didn't leave any loose ends at all in the original game, the new story that they're going to come up with may very well end up being forced, unnecessary and just plain bad. Think Tales of Symphonia: Dawn of the new world, or Bioshock 2 for instance. Sequels to games that are self-contained enough often are bad moves.
So basically, leaving loose ends in a game is a way for the developers to have something to build upon in future contents, whether or not that contents is already planned when the game is being developped.
Or, more often than not, you end up with a decent plot (by video game standards) that never gets resolved because the game didn't make enough money.
Dont you guys ever watch crazy horror movies? They are always often unresloved, or you think the people have won and on the last second before the credits, the bad guy flashes back on the screen, just like in Alan Wake. I wouldnt except much different from a video game horror story either. Its just the nature of the genre.
Yea this dlc is messed up! 7 bucks for 90 minutes of play time! What a rip! I mean yea I'll play it multiple times to finish up the achievments and just because I love me some Alan Wake, but come on! No ending!!! I feel so cheated it's like I went and bought season 1 box set of a really great story driven show finished it up and then they had the audacity to make more episodes! Oh wait...