As pointed out on warseer, a very cool wiki can be found at the following address:
http://www.collecting-citadel-miniatures.com/wiki/index.php/Category:Unreleased
This category includes miniatures designed and sculpted for Citadel but which were never directly released either for sale or as a trophy, award or promotional item. That is, apart from a small number cast for trial purposes, the miniatures did not go into production. Where known, the background to each figure is shown.