Those that come to mind:
-Carnivale (fuck me this was amazing)
Not so annoying as they had a chance to wrap up but were still cut short:
-Stargate SG1 (at least able to continue things via film)
-Enterprise (yes I know that the first 2 seasons were slow but by 3 and 4 they really took off)
-Battlestar Galactica (I think given another season, the show wouldn't have ended up with that ending, as they obviously didn't come up with a decent idea to explain certain things.