This is a list of various documentation for unreleased projects from the vast history of the gaming industry. Each document is accompanied by a short description of the project and an approximate date of creation. Sorted by name of canceled projects. The list will be updated periodically.
Any additions are welcome!

The list:

Aftershock - an unreleased action game by Sega Midwest planned for release on the Sega 32X.
• Proposal Document (1994)

Breakerz: B-Boy Battle - breakdance rhythm fighter game concept by Thomas Grové
• Design Document (2004)

Build’n Race Extreme / VTrax - PSVita racing game concept by Icon Games Entertainment, spin-off to Build’n Race
• Concept Document (2011)

City Defender - PC & Consoles Arcade Action FPS by Icon Games Entertainment; inspired by Timesplitters, Terminator & Star Wars
• Proposal Document (2003)

Combat Tanks - Vita exclusive tank battles game concept by Icon Games Entertainment
• Design Document (2012)

Defenders of Dynamo City - super-hero game concept created inside LucasArts by Maniac Mansion co-developer Gary Winnick
• Concept Document (1990)

Dungeon Duel - console RPG/RTS hybrid game concept by Irrational Games
• Pitch Document (2002)
• Concept Art

Enwor - large-scale third person shooter that was in development at Digital Anvil for the Xbox 360
• Design Document (2006)

FORGE - Loom sequel concept proposed to LucasArts by Kalani Streicher and Mike Ebert
• Proposal Document Cover (1990)

Indiana Jones and the Iron Phoenix - Indiana Jones and the Fate of Atlantis sequel, developed by LucasArts for 15 months before cancellation (Wikipedia)
• Design Document (1993)
• Character Art
• Screen Designs 1
• Screen Designs 2
• Screen Designs 3

Kung Fu Dream - consoles action-adventure RPG game concept by Thomas Grové
• Concept Document (2003)

Kung Fu Story - spiritual successor to Ninja Theory's 2003 released Xbox exclusive Kung Fu Chaos
• Combat Design Document (2003)
• Videos: Artstyle Test, Combat Pre-vis

Monsters - Wii "Family Orientated B-Movie Horror Adventure" game concept by Icon Games Entertainment
• Design Document (2007)

Monster Knight - Insomniac Games 3rd person real-time adventure/action project for PS2 where you could "use monsters as weapons, armor, items (or tools) and transport"
• Design Document (1999)

Razer - 3rd person action mmo game concept designed by Ninja Theory for Xbox One, PS4 and PC that didn’t make it past publishing green light (2013)
• Design Document (2013)
• Concept Art
• Videos: Experience Trailer, Artstyle Test, Gameplay Pre-vis

Remember Me - unreleased GBA RPG game by Sparkle Game Company
• Design Document (2001)

Saints Row: Undercover / Saints Row: The Fall - Saints Row spin-off game for PSP by Volition (Wikipedia)
• Design Document (2009)
• Walkthrough

Star Trek The SCUMM Game - Star Trek adventure game concept created inside LucasArts, intended to use their SCUMM engine
• Concept Document (1988)

Street Fighter IV: Flashback - fighting game concept for PS3 / Xbox 360 by David Sirlin & Thomas Grové
• Limited Edition Art Book (2005)
• Concept Document (2006)
• Story Mode Outline Document

The Monster Island - action/strategy console game concept by Irrational Games; pitch document written by Ken Levine
• Pitch Document (2001)

The Secret Project - game concept proposal by LucasArts developers that "was a cross between the A-Team and Mission Impossible with a pulp-science fiction feel"
• Proposal Document (199X)

Tony Jaa’s Fighting Force - fighting game by Backbone Entertainment for PS3 based on Thai martial arts films actor
• Concept Document (2006)
• Supplemental Design Document

Valkyrior - singleplayer/multiplayer top down shooter concept by Thomas Grové
• Concept Document (2006)

Ultima Online 2 - sequel of Ultima Online by Origin Systems was pitched two times, but ideas was declined by Electronic Arts both times (Wikipedia)
• Pitch Video/Demo Reel (2004)