Colorado, known for it's winter sports, has never hosted a Winter Olympics... But we were supposed to!
Denver was originally awarded the 1976 Winter Olympics, but in 1972, the people of Colorado overwhelmingly voted not to spend tax dollars to have the Games there. The 1976 Winter Olympics ended up in Innsbruck, Austria instead.
Denver was in the running to host the 2030 games recently, but has since been eliminated.