I've never finished Paradise Lost, owing to the fact that I, erm, lost my copy for quite some time and had moved on to reading pastures new by the time I recovered it. Should probably start over.
Also, House of Leaves. I do most of my reading in bed and on the tube. This book is too heavy to hold for more than 5 minutes and too large to join me on my journey to work everday and so, alas, the bookmark has never been beyond page 70 or so.