6) Pele
Pele, widely considered as the greatest player to have ever walked the face of this planet had won three World Cups with Brazil. He was also the first player to have scored 1000 goals including friendlies, which goes to show the might of this very incredible player.
He dominated the whole world with his skills and goals, but could never dominate his continent. He only played in one Copa America in the year 1959 and never played again because the next time Brazil would play the Copa America would be 30 years later.
In the 1959 Copa America, Pele was the top scorer of the tournament as he scored eight goals in six games. Pele scored in the finals of the tournament as well, but the match ended as a 1-1 draw. The title was handed over to hosts Argentina, as they had the better record in the championship. Thus, Pele could never win everything there was to win with his national team.