The old truism has it that “ A Classic is a book everyone wants to have read, but no one actually wants to read. “
Maybe a tad pessimistic but yes….
I haven’t yet approached Finnegan’s Wake for exactly this reason, but have managed Ulysses, Proust and even some Shakespeare. Moby Dick proved to be quite the challenge.
Your guilty failure..?
It won’t go beyond these walls.
Infinite Jest, but to be fair i’m not sure ANYONE has finished that.
Guilty.
Chapters of wildly inventive comedy ( tennis may be involved ).
DFW. Gone too soon
Anna Karenina. Could just never get into it.
I have attempted many Russian classics and fallen short with almost all of them.
I love the classics, but I just could not get through Middlemarch and get very frustrated with Ernest Hemingway (does he count as a classic?). Some of the more meandering ones I usually read in conjunction with other things, but there are also some that are just on my WHY list because I do feel that if a book is going to take an extensive amount of effort, there has to be a pay off. Most people feel that most of the Russians pay off, as well as Moby Dick, but Ulysses and Infinite Jest are 2 that I know people are sharply divided on and it seems like, other than patting yourself on the back for having gotten through it, there is no real benefit. None of us have all the time in the world, but those 2 are on my list to read as soon as I have read everything else I want to read 
You owe it to yourself to get through The Brothers Karamazov. In fact i need to reread it.
Yup to Infinite Jest. Does Foucault’s Pendulum count as a classic? Managed 100 pages of The Invisible Man by Ralph Ellison. Too disturbing.
I find audiobooks are a good way to get through classics. Having someone read to you can be such a treat. (With the right narrator!)
I agree! I never was able to finish Little Women, but just finished listening to it on Audible yesterday, and loved it. I am now listening to the Jane Austen collection, starting with Sense and Sensibility.