LeBron James, assuming you're not illiterate, you may want to take note: You aren't even good enough to make this list.
Note: This list refers only to the 4 major North American sports, plus soccer's World Cup. I couldn't decide who was the greatest boxer never to win a belt, or the greatest tennis player never to win one of the Grand Slam events. Golf? Not a sport. Auto racing? Ditto. Figure skating? Puh leese.
Nor will I count performers who never had the chance, i.e. players from the pre-World Series, pre-Stanley Cup era, and Negro League players who never made the majors, unlike such World Series heroes as Satchel Paige (1948) and Monte Irvin (1954). Players who won NBA titles, but not NCAA titles, are exempt.
10. Ernie Banks. Like Jackie Robinson, Roy Campanella, Willie Mays and Hank Aaron, he went from the Negro Leagues to the major leagues, and became a no-doubt-about-it Hall-of-Famer. Like Mays and Aaron, he hit over 500 home runs. But while each of those guys won a World Series ring (though, in each case, only one), Ernie, like another Negro Leaguer turned major leaguer, Cuban star Orestes "Minnie" Minoso, played in Chicago, at a time when Chicago teams simply didn't win Pennants. (In fact, in 1959, when the White Sox won the city's only Pennant between 1945 and 2005, Minnie was away from the ChiSox.) The Cubs were in first place in September 1969, and then came the September Swoon. (Oddly, they ended up closer to first in 1970 than they did in '69, but nobody remembers that because the team that beat them out in '69 was New York, and the one that did it in '70 was Pittsburgh.)
Every year, Ernie would tell people this was the year the Cubs were going to the World Series. Not a boast, a la Patrick Ewing, but a joyous prediction. He really thought so... Jack Brickhouse, who broadcast for both Chicago teams, said he'd like to come out of retirement, to broadcast a World Series between the teams, and have it go to Game 7, and go 23 innings, and then, in the top of the 23rd, the White Sox would take the lead, but in the bottom of the 23rd, the Cubs would get a man on, Ernie himself comes out of retirement, and he hits a long fly ball down the left field line, but it's dark (Wrigley Field, as yet, had no lights), and the umpire can't tell if it's a game-winning home run or a ChiSox-lead-holding foul ball, and the game would be declared over and a tie, and both teams Co-World Champions. A version of this became part of the final scene of the Cub-themed play and movie Bleacher Bums.
9. Cornelius Warmderdam. In 1940, this American of Dutch descent (and "Dutch" became his nickname) became the first man to pole-vault 15 feet. He held the world record until 1957 -- and then the new holder needed a metal pole to do it, as bamboo poles had previously been used. Unfortunately, he was unable to compete in the Olympics, as the 1940 and 1944 Games were cancelled due to World War II, and in 1948 he was barred because he had turned professional. He's been called the greatest track-and-field performer never to win an Olympic medal. In spite of this, he competed long after the 1940s and was a pioneer in "masters" athletics.
8. Carl Yastrzemski. Not the only Boston Red Sox left fielder to make this list. A member of the 3,000 Hit Club (unlike the other one), Yaz played more games without winning a world championship than any player in any of the 4 major sports history: 3,308. Not that it was his fault: Although he did make the final out of both Game 7 of the 1975 World Series and the 1978 American League Eastern Division Playoff (a.k.a. the Bucky Dent Game or the Boston Tie Party), he practically carried the Sox to the 1967 Pennant, and almost singlehandedly won 2 games in that year's World Series. It just wasn't meant to be.
7. Marcel Dionne. "The Little Beaver" scored 731 goals and had 1,040 assists. That is some serious offense. Did he ever win a Stanley Cup? Hell, in spite of some pretty good teammates with the Los Angeles Kings -- Rogie Vachon was in goal, and with Dave Taylor and Charlie Simmer he formed the Triple Crown Line, due to the crown logos on the Kings' uniforms -- he never even made the Conference Finals. Perhaps a major case for the prosecution in "Defense wins championships," as L.A. never had that good a D when he was there. He did help Team Canada win the 1972 Summit Series against the Soviets, and the 1976 and 1981 Canada Cups (the tournament now named the World Cup).
Honorable Mention to Gilbert Perrault, Mike Gartner, Dale Hawerchuk, Pat LaFontaine (maybe the best American player ever), Borje Salming (maybe the best Swedish player until Peter Forsberg), Peter Stastny (the best Slovakian player), and a bunch of New York Rangers, before fans like me began to say that they suck: Chuck Rayner, Harry Howell, Eddie Giacomin, Rod Gilbert, Jean Ratelle and Brad Park. But for one game -- and it was Game 6 of the 2001 Stanley Cup Finals as much as it was Game 7 -- Ray Bourque would have displaced Dionne on this list. (EDIT: I previously included 1950s Ranger star Andy Bathgate, but he was a member of the Toronto Maple Leafs team that won the 1964 Stanley Cup.)
6. Paolo Maldini. Maybe the best left back in soccer history. Played in the first team for AC Milan from age 17 to just before turning 41. Led Milan to 7 Serie A (Italian league) titles and 5 European Cup/Champions League titles. But couldn't win the World Cup, as the Italy teams he played for finished 3rd in 1990 and lost the Final in 1994. Was too young to be chosen in 1982, when Italy won it; and in 2006, despite still being Captain of one of the world's great teams, he was not chosen for Italy's World Cup team, and only then did they win. Father Cesare Maldini was also a great player for Milan, and they are likely to remain the only father & son to captain teams (let alone the same one) to European Cups.
Honorable Mention to Ferenc Puskas, the Budapest Honvé and Real Madrid legend who took Hungary's "Magnificent Magyars" to the 1954 World Cup Final, but lost to West Germany.
5. Joint entry: Gale Sayers and Dick Butkus. The Chicago Bears were known as the Monsters of the Midway before Chicago native Butkus was even born, yet he was the personification of the name. And with all the Bears' great running backs, from Red Grange and Bronko Nagurski in ye olden days to Willie Galimore just before Sayers got there (his 1964 car-crash death was probably the reason they drafted Sayers), to Walter Payton after Sayers, "the Kansas Comet" may still be the most talented running back ever. Da Bears got both of these men in the 1965 draft.
And yet... "Never won a Super Bowl?" Butkus has said. "I never played in a Playoff game!" It's true: They barely even had winning seasons. In 1969, with Sayers in the backfield and Butkus marauding on D, the Bears went 1-13. How did that happen? Well, the franchise never had a franchise quarterback between Sid Luckman in the late 1940s and Jim McMahon in the mid-1980s. And teammate Brian Piccolo was dying of cancer, so they were kind of preoccupied. Injuries ended Sayers' career in 1971 and Butkus' 2 years later. Yet their legends remain: At 34, Sayers is the youngest athlete to be elected to a major sport's Hall of Fame while still alive, and Butkus, to this day, is, for many fans, the definitive defensive player, more than Mean Joe Greene, Lawrence Taylor or Reggie White.
4. Joint entry: Karl Malone and John Stockton. The 2 Utah Jazz legends go together like bacon and eggs. "The Mailman" may have been the best power forward ever. Stockton holds the all-time records for assists and steals. Both were named to the NBA's 50th Anniversary 50 Greatest Players in 1997 -- not just while both were still in their prime, but before either had ever appeared in an NBA Finals. That would change that season and the next, but both times they lost to What's His Name and the Chicago Bulls. Malone got one more shot at an NBA Finals, with the 2004 Los Angeles Lakers, but that went up in smoke.
Honorable Mention to Charles Barkley. But not to Patrick Ewing.
3. Ted Williams. Was the Boston Red Sox left fielder "the greatest hitter who ever lived"? No, and Ted himself, in a book he wrote late in life, said that Babe Ruth was. But with a .344 lifetime batting average and 521 home runs despite missing 5 prime years due to military service, Ted isn't that far behind the Babe. Yet despite finishing at least 2nd 8 times in his career, only once did he get close to a World Series win, with the Sox being tied with the St. Louis Cardinals in the 7th inning of Game 7 in 1946. Alas, events conspired against the Sox, and while Ted had a ring for election to the Hall of Fame, he never got one for winning the World Series.
2. Ty Cobb. By the time he was 23 years old, he'd led the Detroit Tigers to 3 straight American League Pennants -- in a row, 1907-09. He became the best player ever to that point. His .367 lifetime batting average is a record that still stands. His records for stolen bases in a season and in a career, and for hits and runs in a career, stood for decades. But he never won another Pennant, and he never won a World Series. Just as well: He was a miserable human being, and would have been even if racism had never been a part of it.
1. Johan Cruyff. Or, as his name is spelled in his homeland, Johan Cruijff. Perhaps the best soccer player Europe has ever produced, the midfielder made his club team, Ajax of Amsterdam, and his country, the Netherlands, watchwords for beautiful attacking football. With him, Ajax won 8 Eredivisie (Dutch league) titles over an 18-year stretch, including 3 straight European Cups from 1971 to '73. In mid-career, he went to Spanish club Barcelona, winning a La Liga title and establishing them, as he had established Ajax, as one of the world's superclubs. After giving the North American Soccer League a bit of credibility with his play for the Los Angeles Aztecs and the Washington Diplomats, he returned to the Netherlands and brought Ajax to glory, and even won an Eredivisie title with arch-rivals Feyenoord of Rotterdam. Before Thierry Henry was even born, in soccer, "Number 14" meant Cruyff.
But the Netherlands lost the 1974 World Cup Final to host West Germany. Then, learning of a bizarre kidnapping plot against his family, he refused to play in the 1978 World Cup, where the Dutch lost the Final -- again to the host country, Argentina, and while the '74 loss was dubious due to media circumstances, the surviving Dutch players are convinced that there is no way the fascist military dictatorship Argentina then had was going to let the Dutch win the Final -- or, if they did, leave the stadium alive. Cruyff has since managed both Ajax and Barcelona to trophies, including Barcelona's first European Cup in 1992. But he has never been permitted to manage the Netherlands national team.