This is a bit of an odd question. Are you referring to people who had great potential but never were able to exercise it? Or notable figures that weren't able to achieve the full heights of greatness?
In the first category, I'd say Mario Cuomo. Cuomo was a brilliant man who could've made history as the first Italian-American President, but he lacked the self-confidence to launch a presidential candidacy in 1992 when he would've won. (He didn't know this at the time, in 1991 polling he was trailing Bush by 5 points but then again Clinton trailed both Bush and Perot for several months in '92 yet still came out on top).
As for the second category, I'd put Thomas Dewey and RFK. Both men were great in their own right: Dewey for his racket-busting and his work that made Eisenhower President in 1952 (therefore saving NATO from President Robert Taft). Kennedy for his work investigating corruption in the 1950s, his diplomacy during the Cuban Missile Crisis, and accomplishments as a Senator. However had either man become President - as they should have IMO - then their legacies could've be cemented in history as enduringly great, instead of being regarded as historical footnotes.