There are a few that are incomplete due to the fact that their authors passed away before they could complete their work, but I don't know about any that were intentionally abandoned. It's easy to hate on George R. R. Martin and say that he has abandoned his Song of Ice and Fire series, but I think he is really trying to do his best despite a lot of external factors that are against him.

The author is very adamant that he didn't abandon the series, but everyone who started reading The Kingkiller Chronicle by Patrick Rothfuss is getting a little impatient at this point. Granted, it's only been about eight years since the last book which is not as bad as some of the other books mentioned here, but it still a bit galling. To put it into perspective, I started reading the first book, The Name of the Wind when my son was born and he's almost a teenager now. I guess will have to wait for the Sam Raimi film to get some type of conclusion to the story, provided that ever materializes.