In addition to the from the Resident Evil 5 concept art I just Game of the Art also posted a HUGE pile of concept art from Blizzard's perpetually in development(quietly canceled?) StarCraft Ghost, a third person action game for last gen consoles.
I remember reading a preview of this game way back in a 2003 issue of game informer. Being a huge star craft fan, I was totally geeked out for this. I played a bit of the XBox version at E3 2005 and while it wasn't perfect it was good enough that I felt that the eventually release would make for one amazing game.
However the game was eventually "shelved" but I'm sure I'm not alone in holding out hope that this game will eventually see the light of day. Until that day you can click through some of these amazing pieces of concept art for that apepar to be from various different segments of the games long and troubled development: