Let's see, Deadman Wonderland I agree with. The story is basically halfway done. The same goes for Umineko no Naku Koro ni, Spiral, Amatsuki, Blade of the Immortal, Guin Saga, Tytania. All great series with great concepts, that just stopped right as things got interesting.
Durarara desperately needs one, if only because the point at which it ended was the worst point they could have picked.
Gunslinger Girl concluded properly, but the setting and characters have more than enough material left to do some really good stuff. Same with Mushishi, the Twelve Kingdoms and Ookiku Furikabutte.