One of threads in Trash Talk asks the question of when is a good point to end a game. I know I've touched on this before, especially in Puerto Rico but here are some other games that I think have annoying endings.
1. Talisman - This game has the opposite problem of Euros, I think the ending in this game drags out too long. It involves rolling a die. You either defeat the crown of command or you take damage. If you take enough damage, you have to start over again. If someone steps in, they have to fight you and then can continue. If one of you are defeated, you have to start over. This can go on and on sometimes.
2. Supremacy - The ending condition when 12 nukes appear on the board. Nuclear winter sets in and nobody wins. I don't know how many games have ended this way.
3. Nuclear War - You get eliminated through propaganda. No retaliatory strike. No nothing. Blah.
4. Rail Baron - The thing where if you are going back to your home city and someone can bump you. If you don't declare with enough money, you can find yourself having to take a few more turns.
5. Any Crayon Rail Game - Just as things are going swimmingly for your rail network, someone has the requisite money to win. Admittedly, if they didn't put a set money point the game could last forever.
6. Caylus - Just as you are about ready to build some of the cooler building, the jackass has reached the end.
7. Agricola - See #6. Just as your farm is going swimmingly, the 15th turn arrives.
8. Mare Nostrum - This one isn't as bad because other folks are generally challenging it. Someone will have enough stuff to build their 4 heroes or wonders.