5. The Doctor's Daughter
Coming at a time when Doctor Who spin-offs were all the rage (Torchwood and The Sarah Jane Adventures were both in full swing) many assumed Jenny, the Doctors daughter was intended for a similar fate. A purely stand alone episode, there was a tacked on ending that had her regain life and escape off into the stars. Since then, fans have been waiting four years for her to resurface to no avail. The ending of The Doctors Daughter was so explicit in her survival that once a spin-off was off the cards it was assumed shed be key in stopping Davros or The Master or whoever the next major villain was after she failed to turn up. Steven Moffat was allegedly behind her resurrection, leading to all manner of crazy fan theories relating to his Whoniverse, but now I think its time to forget this one. Doctor Who rarely has threads hanging over a period this long and when it does, they aren't just dropped and picked back up suddenly, but slowly teased out, like with River Song.
Potential Solution: She went on to live a normal, unremarkable life. Maybe with a human version of the Tenth Doctor.