#2 Paolo Maldini

Frankly speaking, anyone who rejects Paolo Maldini is definitely touched in the head. But not Real Madrid, because they didn't exactly turn down the chance to sign Il Capitano.
Maldini is one of football's most celebrated one-club men, having seen out his 25-year career at AC Milan. He rejected a number of giants like Chelsea, Arsenal and Manchester United in his playing days. Perhaps, that could be the reason why Real Madrid didn't try to break the Milan-Maldini marriage, knowing how strong their bond was.
However, the Los Blancos did try to poach him when he was in the twilight of his career.
Back in 2007, when asked about the club he would have joined had he left Milan, he said,
"The only club in the world where I could have found the same tradition and ambition as Milan is Real Madrid, but they never contacted me. Perhaps last year they did, but I was already a 34-year-old."
Oh, Paolo! If only you had revealed your desire earlier...