An unconsummated Bride. Link.
Over his long writing career, Robert Anton Wilson began or at least announced books that never appeared. I've chatted a little bit with Martin Wagner recently about this.
By my count, there are at least five publicly acknowledged books, and I am not confident that they are the only ones.
(1) The World Turned Upside Down. In my mass market paperback of Nature's God, published by Roc, there is a note at the end about this next book in the Historical Illuminatus! series, "coming soon." There were actually five books planned in the series, but only three were published.
(2) Lion of Light, unfinished or unpublished book about Aleister Crowley that Martin reminded me of. Here is a post about that book.
(3) Starseed Signals. This is the book that Adam Gorightly has been trying to bring out. Adam is apparently still waiting on his publisher to bring it out.
(4) Tale of the Tribe. The book about the Internet that is outlined at the end of TSOG: The Thing That Ate the Constitution.
(5) Bride of Illuminatus! The sequel to Illuminatus!, apparently abandoned after the death of Robert Shea. A bit more here.