Oh, Huntelaar is another one. Clearly a world-class finisher, but somehow neither Real nor Milan were willing to give him enough playing time. Big contrast with the career of Van Nistelrooy, who is a pretty similar player.
Another one I thought was destined for greatness was Berbatov at MU. He was awesome at Spurs, on pure skill probably the best striker in the world at the time, he moved to United in his prime years, Fergusson was willing to build around him – but somehow he just didn't find the scoring consistency required at the highest level. Scoring hat-tricks against relegation fodder, but not really becoming what everybody expected of him when he moved to United.