I'm sure it's happened at least once. You read about this RPG or wargame that you really want to play, maybe you even play it a couple of times, but you can't find enough interested parties for a consistent group.
I would love to play in a Vampire, Werewolf, or Changeling game one of these days. I've ran a Werewolf game before, and it was fun, but not as much fun as playing it might be.
I would dearly love to run a Call of Cthulhu game, as I have all sorts of ideas in my head for the horrors that players would face.
I'd also like to try out the Warhammer 40k RPGs at some point. I don't care if I have to run it or play in it, I just want to do it. XD
So, anyone else got games that they couldn't ever get a group for?