An actual sequel to Beyond Good and Evil is probably my ultimate white whale. 2, which may never even materialize, is a prequel for reasons I'm still not entirely sure about, so the story isn't even set to continue anyway even if it does release.
I guess the next one would be Sly 5, just because of the way 4 ended. I'm okay with franchises ending in general (that's life), but when the last game ends on a cliffhanger (like Psychonauts 1 did) then not getting a sequel stings that much more.
There are plenty of series that I would love to see a new entry for (Ape Escape!) but they're either not story heavy or they ended rather conclusively, so I'm okay with saying goodbye.