Technophilia has listed a ton of cancelled PlayStation 3 games. The article also describes the reasons why they have been cancelled. Surprisingly, most of the games cancelled were not cancelled due to high development costs.

The games include Killing Day, Theseis, Elveon, Endless Saga, Condemned: Criminal Origins, Smackdown 07, Oblivion, and Splinter Cell: Double Agent.

The article also lists an Xbox360 game that has been cancelled (yes, only one), and a few cross platform games. There are no Wii games on the list.

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[Update: Fixed link]