It looks like the latest game on the "No Demo" bandwagon is 
Fallout 3.  In an 
interview with Eurogamer, Pete Hines stated that a demo of the game just isn't possible due to the size and scope of the game.  This makes sense as there really is no way to section off a game with the scope of 
Fallout 3 and still provide a good taste of the game like you could with a game like 
Dark Sector or 
Condemned 2.