Goodreads has a list of the top five books that people couldn’t finish:

Hmm. I’ve already posted about my inability to finish Atlas Shrugged. Its popularity makes me realize there is a limit to my ability to understand human nature. I re-read Moby Dick a couple of years ago; I finished it, but I have to admit it was a struggle — too much stuff about whaling! Ulysses is not a book you’re going to get through without a large commitment of time and effort; plus, you’re going to need some help. But it surely repays the effort. I have no idea why anyone would have any difficulty finishing Lord of the Rings or Catch-22.
I suppose the most important book I haven’t been able to finish is Proust’s Remembrance of Things Past (if you consider that a single novel). I forced myself to read Swann’s Way a few years ago, but I hated every minute of it. I also couldn’t make it through anything by Thomas Mann except Death in Venice; I only finished that one because it was so short.
There are plenty of lesser novels that I haven’t finished, and I get more impatient as I grow older. I did manage to finish Dan Brown’s Inferno, though, and I’ll blog about that when I gather up my courage.