It happens to me in almost every real-time-strategy games whenever there's a single-player campaign, except for a few select titles (including the Command & Conquer series due to the cinematic scenes), since they're mostly just a bunch of skirmishes against the A.I, mostly 1 Vs 1's, sometimes with boring escort missions (I usually hate escort missions, and that includes all platforms, all game genres, there's a few exceptions I can think of, as always, but I'm speaking generally).
With first-person-shooters, the game needs to be very, very bad for me to stop somewhere and never come back. I can think of a few by heart, but that genre is generally satisfying all the way through, it's in fact the one game genre in which I finish perhaps 95% of the games I buy, and it's perhaps ironic in a sense, because the FPS genre has the reputation to have most of the worst game stories in existence (which I wouldn't even try to deny). With adventure games I almost always complete them, once again that genre for me is generally satisfying all the way through, even if I am not necessarily intrigued nor immersed or interested at all by the story, I often still complete them.
I would say without trying to search on my own gaming history just by knowing myself enough that I complete a good 80% of the games I play, the other 20% or so are either ignored, taking dust on my desk and uninstalled from my HDD, or are returned, and in some cases are freely given to some of my friends (when it's retail), simply because I thought they were too boring to even consider looking at the retail box, but those craptacular games are quite rare for me.
The last few titles I do remember not completing due to boredom and complete lost of interest are:
- Far Cry 2
- Titan Quest: Immortal Throne
- Tomb Raider: Underworld
- Grand Theft Auto IV
- Empire: Total War (which I bought four days ago, but the A.I both in battle and campaign map is horrible at best, so I stick to the multi-player, which I do like quite a lot)
And some rare others I know I'm forgetting.