The ones I can think of right now are:
Trinity Blood - It didn't explain a thing at the end. What happened with Abel? I need some clarification! And I'm sorry Abel is going after Cain and it's over? Nope doesn't work for me.
Claymore - I love this and would love to see more but I doubt that will happen anytime soon since it's caught up with the manga.
Inuyasha - I love Inuyasha but nothing was really resolved *head desk* and I want more romance, darn it!
Gravitation and
Gravitation: Lyrics of Love - At the end of the original series I was scratching my head and asking myself and others what just happened? It was confusing to say the least. I mean, I know the jest of it, but I feel it was poorly executed. I still don't know EXACTLY what happened. *pulls hair in frustration* I enjoyed Lyrics of Love but it still wasn't enough. I know it's alot to ask but I'd like to see Yuki be sweet and romantic just once instead of cool and aloof.
Sukisho! - I really wanted to see where the relationships went afterward and it just left you hanging saying "Is that it?"
Fake - They have 7 volumes in the manga they could turn into anime. Instead they just do one and leave it where you expect another one. I'd love to see this become a series. I don't care if it's just 7 episodes or if it branches off. I just want more.
Decendents of Darkness - This had another strange ending. It was nice enough and all, but I was still left asking "Is that it?" I also felt it left a lot unexplained. I love the series and would love to see another episode or two.