I'm very sure that there are thousands of authors who pass away without ever completing that book that they have been putting off for so long. If you mean published authors who were actively working on a book, but died so suddenly that they were unable to complete it then the most conspicuous answer would be Robert Jordan. His Wheel of Time series is often cited as one of the best examples of epic fantasy literature on the market, but sadly he died before he could ever finish the whole story. If there is any consolation in this tragic loss, it is that Jordan knew what was coming while writing the final book and made enough notes to ensure someone else could finish it for him.

To ad something that is a little less obvious and well known; I don't think it is common knowledge, but The Canterbury Tales by Geoffrey Chaucer is also thought to be incomplete. I did a little digging and apparently Chaucer only managed to get down twenty four stories on paper before passing away. While this is a fairly large selection, it pales in comparison to the one hundred stories that he originally planned.