Rendezvous with Rama - Fincher has been trying to get this off the ground since 2003 with Morgan Freeman but cited screenplay issues as the main issue But the less he's talked about it, I'm assuming he's moved on.
20,000 Leagues Under The Sea - This was supposed to be Fincher's next project after The Girl With The Dragon Tattoo (2011). Filming was going to start late 2012 and Fincher began courting Channing Tatum for Ned Land. But disagreements came when Disney pressed Fincher to cast Chris Hemsworth. Ever since then, he expressed displeasure with Disney claiming they're more interested in international value than the artistic value. Frustrating. Instead, they used it for the budget for the last Pirates of the Caribbean movie that came out.
Torso - Brian Michael Bendis met with David Fincher about Torso and he was set to direct with Don Murphy and Todd McFarlane set to produce. Fincher met with Bendis and Bendis described it as "one his best conversations," and Fincher described it as "a pretty complete reimagining. Matt Damon was attached for Elliott Ness. But Paramount were sick of Fincher's need for control on The Curious Case of Benjamin Button (2008) and they clashed with Fincher before production started and he eventually exited.
Spider-Man - Before Sam Raimi landed the job, Fincher was on the short-list and pitched a Spider-Man movie that would gloss over the origin story in the intro of the film as a form of music video (he's known for intros like Se7en and The Girl With the Dragon Tattoo) and specifically The Night Gwen Stacy Died story line. And I believe he met with Sony on the reboot. This one is frustrating to me because while I get why they didn't get him for the 2002 film, they could have EASILY got him for The Amazing Spider-Man (2012) since they marketed it as a gritty reboot along the lines of the Nolan's Batman movies. His pitch could have worked really well for the reboot. In fact, the first trailer felt like a poor man's Fincher movie. That's just me.
The Girl Who Played With Fire - The Girl With The Dragon Tattoo (2011) was going to be the first of a trilogy with and he was going to reunite with Andrew Kevin Walker (writer of Se7en). Fincher claimed it was "completely different from the book." Unfortunately, Sony opted to reboot it and of course, the rest is unfortunately history.
Steve Jobs - David Fincher was going to re-team with Aaron Sorkin on the Steve Jobs biopic and expressed his excitement for the screenplay. He demanded for Christian Bale as his only choice for Steve Jobs. Things were looking good but he asked for a 10-million-dollar fee upfront so they parted. We missed out on a Fincher/Christian Bale collaboration but we got a Fassbender/Danny Boyle collaboration instead in Steve Jobs (2015).
Mission Impossible: 3 - After Vanilla Sky, Tom Cruise wanted to take the franchise in a whole new darker direction, enlisting a surprising choice to take the helm. Fincher expressed they “really cool” and “violent” idea they had in mind for M:I 3, and while he admitted as a filmmaker you “can never make exactly the movie you want to make,” he conceded that if Paramount let them do “even half of what we want, it should make for an interesting film.” The basic storyline of the version, on which he was working, dealt with black market trade of body parts in Africa. Sylvester Stallone was attached as the villain. Eventually, Fincher left, with saying, "I think the problem with third movies is the people who are financing them are experts on how they should be made and what they should be. At that point, when you own a franchise like that, you want to get rid of any extraneous opinions."
Blade - David Goyer revealed in an interview that David Fincher was originally going to direct Blade and even helped develop the script with him before Stephen Norrington ended up doing it in Blade (1998). I don't know why he didn't end up directing but I'm going to assume it was the studio clashing with him after the debacle that happened on Alien³.
Strangers On A Train - After Gone Girl, David Fincher was planning to re-team with Affleck and Gillian Flynn to write a remake of Gone Girl. There was a lot momentum and it ultimately came down to everyone being busy over time, and developmental hell. Hopefully it happens one day.
World War Z 2 - This one has to hurt the most. In 2016, David Fincher was announced to direct World War Z for Brad Pitt's Plan B. Apparently David was really impressed with Dennis Kelly's screenplay (the writer of Utopia). They were taking their time on it as David worked on his other commitments and Paramount was happy with waiting. Fincher even said at the time, “We’re hoping to get a piece of material that’s a reason to make a movie not an excuse to make a movie.” It took some time since Fincher went onto direct Mindhunter season 2 but Paramount was still waiting. Finally they announced that they were going ahead to film June of this year with the intention to film in Spain and Thailand with the working title, Maximillian. Unlike its predecessor, the sequel was going to be Rated R. However, it got cancelled due to budgetary concerns.