#3 Never won at WrestleMania: Fit Finlay

Dave Finlay is a legend in British Wrestling, having accumulated over two dozen championships in various promotions. In the late 1990s, he tried his hand at wrestling in the United States, and was met with some success.
He was a WCW World Television Champion, and would also be Hardcore Champion in that promotion. Finlay also captured the WWE United States title, but for the most part he was more of a backstage agent and trainer.
The tough Irishman has one unfortunate career footnote, however; he never won at WrestleMania. Most of his losses came in multi-man bouts, and his only singles appearance was a losing effort - albeit a quite entertaining one - against JBL in a Belfast Brawl, his signature match.
Dave Finlay, much like William Regal, is a criminally underrated talent, and his deplorable WM record is something of a travesty in sports entertainment.