I think that my favorite unfinished comic was the original Archie Sonicverse. After one of their ex-writers used a legal loophole to take back the rights to all his original characters and try to make his own comic based on only the OCs, along with some extra pushes from Sega, they decided to reboot the entire canon with a (rather good) Mega Man crossover. So many plotholes left unfinished - they'd roboticized one main character, effectively killed off a second, and split up the main team, so there was a lot that was just never resolved. A few months ago, the current writer (who also wrote before and after the reboot) started coming out with a series on his blog called "Lost Hedgehog Tales" to explain where the characters and stories were projected to go before they were forced to reboot. Unfortunately, he hasn't updated that since the first section in March. While it's still technically an ongoing series, 20 years of canon and an upcoming exciting storyline were just forcibly removed, so I count it as unfinished.
Also, RIP
Pokemon Hard Mode and
Spacecat. They're not cancelled, but the author has other stuff going on, so they may as well be.