There's also the infamous unfinished episode of TMNT 2K3, "Nightmares Recycled".
It was going to be a side-story during the Ninja Tribunal arc that was going to not only bring in Hun to the arc (which he still managed to, just a bit more abruptly), but also wrap up Garbageman's character arc by explaining his origin. Basically, his origin was that he and Hun were conjoined twins at birth, but when they were separated, the surgeon doused the baby Garbageman in acid, and literally tossed him into the trash.
4Kids apparently did approve of this, since the episode's audio was recorded and they started initial animation, but some management changes caused it to be canned due to how dark the story was (Insane in the Membrane was apparently also approved by the same person, but that managed to get through because it was made the previous season). On another forum, a 4Kids rep has recently dropped hints that this episode may still be released in some form, but no one knows if that means the audio, a fully animated episode, or just the script (I'm personally hoping it's the second, but I'd settle for the audio).