#5 Mick Foley
One of the most beloved WWE Superstars to come out of the Attitude Era, Mick Foley made a name for himself as the King of the Hardcore match. Most wrestling fans will never forget the day he was thrown off the Hell in a Cell by Undertaker. It was a historic cement that forever cemented his place in WWE History.
But like others on this list, Mick Foley never won the Royal Rumble. In fact, he actually appeared thrice in the same match in 1998 as Mankind, Dude Love and Cactus Jack. He is (quite possibly) the only man to appear thrice in the same Royal Rumble match.
#4 Bray Wyatt
Yes, the current WWE Universal Champion was WWE Champion but has never won the Royal Rumble. Like others, he actually lost the WWE Championship at WrestleMania 33 to Randy Orton, who had won the 2017 Royal Rumble.
Like Mick Foley, even though he is wrestling in the 2020 Royal Rumble as The Fiend, defending his Universal Championship against Daniel Bryan, there is nothing saying that Bray Wyatt couldn't show up in the Men's Royal Rumble match.