For YEARS I wanted one of those Easy Bake Ovens. I NEVER got one! EVER! If my daughter asks for one, I will go out that day and buy her one just for that lol. She's only 3.5 years old and doesn't know what they are yet.
An actual house. I hated living in motels or staying with my mom's "friends". Reeeaaallly not trying to be depressing, I swear! That's just all I could think of, lol.
I was going to say one of those My Size Barbies but I remembered that my dad bought me one to keep at his house. I was already too old for it by that time but it was sooooo sweet that he remembered, so I cherished it anyway :)
I really can't think of anything. I only asked for things I really, really wanted and don't remember ever not getting something. The most expensive thing I asked for was an AG doll. My brother asked for everything and was disspointed a lot. :P
ETA: Well...I really wanted my dad to go away for years. That didn't happen.