There was that infamous Arx Fatalis from Arkane studio .
Rimworld dev used to refuse to put it on sale (but its been 10% at least twice now)

Bombshell.

And lately, I've noticed that Shadow Man never goes on sale too.

Vangers is one i didn't get with a discount because i really don't know when it goes on discount.

This. The last time it got a discount was... don't know, 2014, maybe?

I woud also add some games from "phantom" publishers:
The Deadly Tower of Monsters (Sega owns this, but it was released here years ago by Atlus).
Boy and his Blob (Majesco is just a shell company nowadays).

There's also some indie games that were kind of "forgotten" here.

I think Blackwood Crossing hasn't been on sale for more than a year now.

Well, I have been waiting for Star Ruler 2 and its expansion to go sale at some point, but it never seems to (it is in my wishlist).

By checking isthereanydeal.com, it appears it was on a 75% sale on GOG.com over two years ago, reaching its lowest price on any store ever (even Steam).

On Steam it seems to have been on sale late November this year, but also there it seems to be on sale relatively rarely. The base price on Steam is lower than on GOG, while on Gamersgate.com it is the highest.

I don't know if it affects it that judging by what I read in the subforum, the game's code was released as open source in 2018, so technically you could compile the game for yourself, but apparently it would be missing the game's music then.

https://www.gog.com/forum/star_ruler_2/source_code_with_complete_assets_minus_music_available_as_opensource/page1

So I am unsure if that is the reason it is rarely on sale (at least on GOG), and whether the developer is not expecting to sell it much more anymore. Oh well...

Some classics are seldom, if ever, discounted:

Quake I and II
Doom I and II
Battlezone I and II
Falcon 4.0 collection

There are other classic games which are in that bag, too.

Didn't the developers of Star Ruler 1/2 shut down so completely, that there is nobody left to tell GOG to add Star Ruler 2 to the various repeating sales events GOG does?

Anyway, add Unavowed to the almost never goes on sale list

This is a quesiton that MaGoG is good for, at least for another 10 days.

Query
Past Sale: Date of latest sale is no later than ...21 December 2019 (say)
Price: is at least... 0.01
Removal date: exists (i.e. game is removed) ... false

Order By:
Latest Sale Date: Ascending

This will give you a list of all games present on GOG that do not have a recorded sale within the last year, with the games that have lived the longest without a sale listed first.

Be aware that games that were listed, removed and relisted are treated as if they were never removed, for example: The Telltale Wallace and Grommit game.

Alternatively
Past sale: no sale yet (since late May 2014, with some gaps)... true
Price: is at least... 0.01
Removal date: exists (i.e. game is removed) ... false
Addition date: is no later than... 21 December 2019 (say)

will cover games that have never gone on sale (or go on sale so rarely that the last sale was missed).

MaGoG vanishes in about 10 days. It will be missed.

Terminator Resistance. The license will run out at some point so don't wait too long if you're remotely interested.

Exanima and Nuclear Throne.

The Anno games.

I don't think I've seen Tyrian 2000, or any other game with a price listed as "Free", go on sale.

(Cases like Dragnsphere, which used to be free but now aren't, don't count.)

Factorio

The last time it was on sale was in March. The highest sale the game ever got was in 2017 where it was -90% for the Deluxe Edition. I've seen those on sale multiple times this year.
Currently on sale with a -40% discount which is the highest discount this game has gotten anywhere to this day.