List of cancelled Nintendo games

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NES

Sources: [1]

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Sources: [5]

Capsule Monsters (early concept for Pokémon Red and Blue with a few significantly different elements to the final games)
Densetsu no Starfy (Game Boy Color) (became Densetsu no Starfy for Game Boy Advance)
Gimmick Land (became Tomato Adventure for Game Boy Advance)
The Legend of Zelda: Mystical Seed of Power, Wisdom, and Courage (became The Legend of Zelda: Oracle of Ages and Oracle of Seasons)
Pokémon Gold and Silver (originally known as Pokémon 2), seems (based on Nintendo Space World 1997 accounts and an alleged leak which leaked as a ROM on the Internet) to have had a different plan of available monsters including many unreleased ones, before the final games were released. Many differences were also present in the gameplay. The lines between Generation I and Generation II are also blurred with unreleased Pokémon such as "Raitora" being added but unreleased to both Capsule Monsters and the Nintendo Space World 1997 Gold/Silver demo.

Sources: [10]

Blackout (SNES)
Creator (N64)
Boogie Buggy (N64)
Modern Battle: Ultimate War
Pilotwings 64 II
Pocket Monsters RPG
Pokémon X (mobile phone supported game, dismissed as Japanese Pokémon Crystal which did support the Mobile System GB with Mobile GB Adapter in its final game)
Super Mario 64 II
Super Mario FX (SNES)
Wall Street