I would hate to read a book only to discover it's not finished, but luckily that has never happened to me. I have however read a few unfinished books by authors who I really enjoy. The first was one by Dalton Trumbo, called Night of the Aurochs. Everyone knows Trumbo for Johnny Got His Gun, but I think Night of the Aurochs would have surpassed it if he had the chance to finish the story. It was published three years after he passed away and while it is a World War II novel it is told from the viewpoint of a Nazi. Even more harrowing, this Nazi who is called Grieban is also commandant of a concentration camp. Here he meets a Jewish woman who causes him to question his own ideals. The only other one is The Pale King by David Foster Wallace, but I don't recommend it to people who are not already familiar with his style. Even in its incomplete form it has more than 50 chapters. What I like about The Pale King is that Wallace wrote in such a way that each chapter is almost self-contained. Don't expect an easy summary of the story either as it's extremely difficult.