Recently, Minority Report, and not so recently, Almost Human. FOX just seems to get a kick out canning futuristic sci-fi shows before they even finish one season (well, Minority Report at least wrapped up its story, but did get its run cut back by three episodes). Almost Human had potential and Michael Ealy was so great that it was a treat seeing him on The Following's god awful third season, even if he was a psychopathic killer. Minority Report grew on me super quickly, and by the end I couldn't wait for new episodes. I got more invested in the world than I would have expected from a TV show based on a movie that I didn't really like, and the way the show ended was both great and left me craving more at the same time.
It's been mentioned before, but Stargate Universe. A thousand times Stargate Universe. I'm still really salty about it getting cancelled just when things were getting super interesting. Seriously, the second season was soooooo good. I loved what they were doing with the characters (especially Rush and Young burying the hatchet and working together; I will forever love Robert Carlyle and Louis Ferreira because of this show) and the implications of their journey were also intriguing. The cliffhanger the show ended on was better than what we would have been left with if it had been cancelled after the first season (in fact, they designed it to have just enough closure that it could work as both a series and season finale), but damn it, just think what they could have done with a final season (or the planned and canned movie) to wrap everything up. Syfy's been on my shit list ever since.