During the Ultimatum crossover, The Wasp was killed after being eaten off-screen by the Blob. Before pulling a Heroic Sacrifice, Yellowjacket was seen telling Iron Man to take the Wasp's body into his lab and activate something known as "The Jocasta Project", hinting that her life might somehow be saved (since in the mainstream comics, Jocasta was an android with the Wasp's brain patterns). This was never mentioned again.
In the same event, Doctor Strange was slain by Dormammu. Upon Stephen's death, a mysterious figure appeared in front of his corpse and teleported away with it. Who was that man? How did he know Steven? What did he do with the body? We don't know and like the business with the Wasp/Jocasta, this was never addressed or even mentioned again.
Ultimatum caused a lot of these. In Ultimate X-Men (2001), it had been revealed that Emma Frost (who was thought to be a hero and ally to the X-Men) was actually a Mole working for the Hellfire Club. Emma was killed in Ultimatum (offscreen no less) before this subplot could be continued.
In an Ultimate Comics: X-Men arc following Ultimatum, it was revealed that Havok was still alive and in a mental institution. He was released by Nathaniel Essex and introduced to Layla Miller, with the implication that there were plans for the boy. This plot point was never resolved, as the book ended up changing writers who never followed up on any of this.
Connected to this was a thread of several characters seeing "ghosts" of loved ones telling them to follow plans that made everything worse for everyone, much like Havok, with the implication that Apocalypse was the one behind it all, and that he was looking for a rematch with The Phoenix (after his last appearance had him be Curb-stomped by it), along with William Stryker Junior's mind being uploaded to all the Sentinels. Then Nick Spencer left, and the incoming Brian Wood didn't even pay lip-service to any of this.
Well before the Ultimatum stuff, Ultimate X-Men #67 had Sabretooth drop the bombshell that he was Wolverine's son. Nothing ever came of this development, and when the two faced each other again in issue #89, Logan rather dismissively stated that there was no way that could be true.
Mary Jane supposedly had the OZ formula purged from her body at the end of the "Clone Saga" arc in Ultimate Spider-Man, but there were still scattered hints that some of it remained. She briefly grew claws at one point during a tense argument between Peter and Kitty Pryde, and was shown having nightmares where she transformed back into the Demogoblin and killed Peter. This whole subplot was quietly dropped after a while.
Ultimate Wolverine: At the end of the series, Jimmy gets a Wolverine suit based on the one worn by Logan in the mainstream Marvel Universe. Despite promotional materials showing Jimmy in the costume, he never ended up actually wearing it.
