Rain, in the arcade version of Ultimate Mortal Kombat 3. Try as you might, you will never be able to fight him or play as him. This was especially mean given the history of MK secrets and rumored secrets.
Any fighting game where a boss character is playable but:
1) There moves are intentionally assigned to input combinations that make it impossible to play the character as well as the CPU.
2) The playable version of the character does not have access to all the moves that boss version has.
