I'm not trying to troll, so I'm not naming names, but I'm sure you can think of some. Wheel of Time famously got finished by another author, and I'll also take examples like that.
Specifically I'm looking for series that are obviously not completed. I'm sure there are series out there that are more serial in nature, and each book (or subet of books) is essentially complete, but I'm looking for one or more books that set up and begin a story that is never finished.