Future Guy (ENT) - He was this mysterious figure from the future pulling the strings behind the TCW set up during season 1 of Enterprise. In the end, all we learn about him is that he is.....a mysterious figure from the future pulling the strings behind the TCW. We've all heard he could have been a Romulan or a future version of Archer (

), or some other random zany menacing character (chef), I personally thought it was going to be Soval when Enterprise premiered. In the end though, he ended up being.... who knows?
Lt Carey (Voyager) - seemed like he was going to be B'ellana's # 2, or at least maybe show us some of that good old fashioned Maquis/Starfleet tension. Then things just got smoothed over between the two crews. Then he just kind of disappeared until one time travel episode in season 5, and then a final appearance in season 7 where he is unceremoniously killed. I mean, he had one nacelle to go in his little Voyager in a bottle. Couldn't let the man finish?
Ensign Vorik (Voyager) - seemed like he was going to be B'ellana's # 2....also. Then after a few random appearances here and there, he disappeared until the penultimate episode of Voyager. Live long and prosper, my poor lost vulcan friend.
Chef (ENT) - Was never shown on screen, but always mentioned. IIRC, I think he was suppose to be William Shatner or some other kind of stunt casting until they settled on Will Riker in TATV.
Samantha Wildman (Voyager) - The mother of Voyager's first child, Samantha was a bit player in a season one episode and a few appearances in Season 2. Her last appearance in Season 5 happened right after we are introduced to Naomi Wildman. She is only then mentioned off screen by Neelix, who was her babysitter-for-hire. I heard/read a rumour somewhere that the writers thought they killed the character and somehow forgot that the character of Samantha Wildman did not die at the end of "Once Upon A Time". Whoops.
There are so many characters still left to list. Characters are one of Star Treks' most enduring qualities. Sadly, as this thread has demonstrated, it can also not do justice to all the characters a story serves us.