Watching Carolina Kostner perform "Prelude to the Afternoon of a Faun," I wondered how Angela Nikodinov's competitive program to that program would've turned out. She was planning to skate it at 2003 nationals before withdrawing after the short program. It was performed as a interpretive free at the Sears Open that season, I believe, but the competitive version has never aired.
Ditto with Michelle Kwan's 2006 free skate to "Prelude in C Sharp Minor Op. 18" program. Many really wanted to see a full-realized free skate under COP (rumor was it included 2 Lutzes and 2 flips).
Finally, Nicole Bobek reportedly had a free skate to "Titanic" planned in 1999. I'm not a huge fan of the music, but Nicole was such a powerhouse. Shizuka Arakawa had a great program to this in 2003.
Any other programs that audiences have never seen?