What lines or stations have been planned but never built (or built but never opened in some cases).
These do not include stations or lines which were planned/proposed for reopening only new builds.
Where were they meant to go from? Why was it never built? When was it meant to open? Who was meant to operate it?
There'll be oodles of these.
To take the Isle of Anglesey as an example (that I know well):
The three railways that got built were the Chester & Holyhead, the Anglesey Central (which ran from Gaerwen to Amlwch on the northern coast), and the LNWR's later branch to Red Wharf Bay and Benllech.
The very first railway, the Anglesea Railway, was authorised by Parliament back in 1812 (iirc) to run from the newly accessible coalfield in the centre of the island to Red Wharf Bay. The coal turned out to be of rather meagre quality, however, and there's no evidence that the line was ever built (even though a number of contemporary books assumed it had). The LNWR's later branch mirrored the route to a significant extent.
Disregarding an early CHR plan for a branch to Llangefni (which got served by the ACR), the next failed plan was that of the ACR to extend their line from Amlwch/Rhosgoch along the northern coast, then down to Valley on the CHR. The intention here was to serve more of the northern portion of the island, though this part was mainly agricultiural in nature. The crash of 1867 left the ACR in dire straits, and the plan was shelved.
The LNWR considered a small branch line along the Menai Straits from Llanfairpwll to Beaumaris in the early 20th century (iirc), to serve the growing tourist trade. They decided to go for the Red Wharf Bay branch instead.
Another scheme, promoted independently in the latter portion of the 19th century, advocated a branch from Gaerwen south-west towards Newborough, with a number of little loop lines to serve the villages down there, and a connection with a ferry service to Caernarfon. The locals couldn't get the LNWR to sow any interest, and those with experience of running the ACR before it was bought by the LNWR had already had their fingers burnt, and didn't want to know. The scheme never made it beyond a few town-hall meetings and newspaper articles.
If you want more detail of any of these particular lines, let me know and I'll dig out some of my notes.