The Unsolved Mystery

"Kellerman: Enough with the metaphors. Munch: If not metaphors, what are we left with? We have a riddle, surrounded by a mystery, wrapped inside an enigma, and stuffed inside a body bag."

- Homicide: Life on the Street, "Shaggy Dog, City Goat"

In Mystery Fiction, the most common ending is the one where the mystery is solved. The detective figures out who the murderer is, the mask is pulled away, the villain shouts "And I would have gotten away with it too if it wasn't for You Meddling Kids," loose ends are tied up, and everyone (except the villain, of course) goes home happy.

Not so with some cases. In some cases, there are no answers. In some cases, the detective doesn't even know the right questions. This isn't just a Karma Houdini, where the bad guy gets away without consequences. This is where the characters don't even know who the bad guy is or where to start looking or perhaps even what the hell just happened.

See also Criminal Mind Games, Leave the Plot Threads Hanging, Riddle for the Ages. Compare That One Case.

Comic Book

 * The Batman comics, depending on whatever Retcon is current, have bounced back and forth between the killer of Batman's parents being a perpetually Unsolved Mystery, even to the World's Greatest Detective, and it being common knowledge that he's a thug named Joe Chill.

Film

 * The Pledge: the case is never solved and there are no details on the murderer except . Tough luck.
 * The Mothman Prophecies.
 * Memories of Murder, based on the Hwaseong serial murders of Korea.

Literature
"Some, and not the least interesting, were complete failures, and as such will hardly bear narrating, since no final explanation is forthcoming. A problem without a solution may interest the student, but can hardly fail to annoy the casual reader. Among these unfinished tales is that of Mr. James Phillimore, who, stepping back into his own house to get his umbrella, was never more seen in this world. No less remarkable is that of the cutter Alicia, which sailed one spring morning into a small patch of mist from where she never again emerged, nor was anything further ever heard of herself and her crew. A third case worthy of note is that of Isadora Persano, the well-known journalist and duellist, who was found stark staring mad with a match box in front of him which contained a remarkable worm said to be unknown to science."
 * The Sherlock Holmes story "The Five Orange Pips", from The Adventures of Sherlock Holmes.
 * The Problem of Thor Bridge states that there were problems even Sherlock Holmes couldn't solve, but they were not published by Doctor Watson because the audience would have felt cheated:


 * Frederick Forsythe's book The Day of the Jackal. The titular assassin is killed trying to carry out his plot against Charles de Gaulle, but.
 * The Colorado Kid by Stephen King. Two reporters tell their intern about the mystery of the Colorado Kid: a guy found dead on the island, even his name unknown until a year later. Not only is who or what killed him unknown, but nobody knows why he was on the island (he didn't live there) in the first place.
 * One of the The Cat Who... books was like this. Not only do the characters not find out what happened or who killed the victim, the readers don't, either!
 * Played with in Vernor Vinge's Rainbow's End: the main villain is revealed to the reader in the beginning of the book, but none of the characters figure out who it is. The trickster, on the other hand,.
 * John Grisham's The Associate.
 * This happens unintentionally in Raymond Chandler's The Big Sleep. One of the murders is never explained, and when it was pointed out to Chandler, he found himself surprised to realize that even he didn't know who had killed that victim.
 * That's the legend, anyway. In fact, the novel does contain an accumulation of evidence pointing to a particular solution, it just lacks a concrete "yes, that's definitely the solution" moment.
 * The Nancy Drew story The Clue in the Old Album is kick-started when Nancy witnesses a man steal an old woman's purse during a concert. Nancy goes after him and manages to retrieve the stolen property, learning on its return that the woman didn't care about anything in her purse except several letters. From there the story veers off on a completely unrelated tangent, and though the woman remains a central character, no one ever learns what was in the letters, or why they were so important.

Live-Action TV

 * The show Unsolved Mysteries, of course.
 * The Law & Order franchise has done this a few times, usually in the form of cutting to the credits right before the verdict in a controversial trial is read, or ending without revealing the outcome of a tough decision that the main character(s) or guest star is forced to make.
 * Done in the Cracker episode "One Day A Lemming Will Fly". A teacher, in custody as a suspect, confesses to the murder of a school pupil, but then when he is alone with Fitz, tells him that he didn't do the murder but feels so guilty about his treatment of the boy (not to mention all the pressure the public, the police and especially Fitz put him under to "confess", lasting nearly two whole episodes) that he said he did it anyway. The real murderer is never identified, not even any plausible suspects are put forward. Worse, Fitz wasted so much time on this teacher, and the case has acquired such a high-profile, that his boss decides to ignore his pleas that he got it wrong and still try and convict the man for the crime.
 * The Adena Watson case on Homicide: Life on the Street. In fact, a lot of cases end up not being solved, since Homicide stuck very close to real life.
 * One Seinfeld episode had Jerry getting increasingly frustrated that his Girlfriend of the Week refused to taste a piece of apple pie and wouldn't tell him why. Despite many efforts, he never learns why she turned down the pie, declaring the mystery "one for the ages."
 * Farscape: Who killed Salis in "Durka Returns"? Especially since one of the two main suspects is a regular character, and there's a common Epileptic Trees fanon that it was actually another of the regulars.
 * Doctor Who: What the hell was the Midnight Creature?

Video Game

 * This is what happens if you don't get the True Ending in Persona 4.
 * Specifically, this is what happens when you don't get the Good ending. The Bad one acts as the sad outcome, and the characters never ask themselves about the contradictions.
 * Everything about Silent Hill. The town's origins, the nature of the supernatural force behind it, the motives of whatever is behind it, etc.
 * It's easy to go through the Laura Bow adventure games and have no idea what is going on. Even if you manage to get the good ending, it's possible you haven't figured out quite everything behind the mystery.
 * Either of the Dead Rising games if you ignore the main storyline.
 * An in-universe example. In Batman: Arkham City, there is a sidequest named "Watcher in the Wings", about a mysterious stalker that Batman keeps seeing.
 * Whatever Camdrome is. Or was..

Web Original

 * Who killed Sherrif Deer in Sluggy Freelance.
 * Ruby Quest. A girl wakes up in a coffin in some mysterious place, frees this guy from his prison downstairs, and together they start to make their escape and try to find some answers, in that order.
 * Justified, though, due to the nature of the game. Word of God is that, had the players done a couple of things differently, more answers would have been uncovered.
 * SCP Foundation lives for this, as many SCPs have enigmatic origins and/or goals, with information purposely left vague, leaving the reader to make their own interpretations. Some examples:
 * SCP-3034 (“the Counting Station”) is a woman broadcasting a countdown from 200 to 1 in Russian, doing so at random times, anywhere from every few weeks to every few months. Presumably this has something to do with the Cold War (when such stations were used more often) but the Foundation is unable to locate her station (despite knowing she must be within a specific 2km radius area), who she is, who the intended recipient is, or the reason for it. They do know, however, that sending a response saying “All is well,” in Russian will cause her to stop.
 * SCP-1678, ("Under London") is an underground city with a turn of the century aesthetic feel, but far more modern technology, which seems to have been intended as a bunker of some sort. Just who is behind its construction (the Foundation suspects someone in the British Parliament) or what disaster this person anticipated is unknown.
 * Everything about Dr. Wondertainment. Whether the name is even that of a person or a company is not known. All that is known is that he (or she, to be totally fair) makes toys that are often dangerous, and is canny enough to actually blackmail the Foundation with one of them.

Real Life

 * Truth in Television far too often, unfortunately:
 * Jack the Ripper.
 * The Zodiac Killer.
 * The Black Daliha.
 * The Hwaseong serial murders
 * The Cleveland Torso Murder was a killer so elusive that even Eliot Ness (you know, the guy who took down Al Capone?) who was working in Cleveland at the time, couldn't identify him.
 * The second colony of Roanoke Island. Established in 1587, one of the governors decided to return to England to gather supplies, since lack of supplies was why the first colony failed. War with Spain prevented him from returning for three years. When he finally did return, the colonists had all disappeared, with only the word "CROATOAN" carved on a fencepost as a clue to their fate. To this day, no one is sure what became of the colonists.
 * Of course, there's the small matter of the native Croatoan tribe who lived on the other side of the bay, who, when they were finally investigated, turned out to have a surprising number of members with blond hair and white skin. Rendering this more of a Real Life Subverted Trope.
 * Or at least, that is one of the prevailing theories of what happened to them. Without DNA testing, there's really no way to know for sure, so it ends up being more a case of "Probably Solved Mystery But Without Proof We'll Never Know".
 * Jillian never found out why they weren't wearing pants.
 * Who betrayed Anne Frank's family and sold them out? Or for that matter, did someone sell them out? Was it simply bad luck? Even Miep and Jan Gies - the ones who owned the store and concealed them, and managed to escape - have no idea, and despite decades of research on the subject and many suspects, nothing conclusive has ever been uncovered.