#2 Denver, Colorado
Though WWE events at the Pepsi Center in Denver have done reasonably well, it has hosted a WWE pay-per-view event only once: the 2003 WWE Vengeance pay-per-view.
Much of the reason as to why the WWE has never held a pay-per-view event (let alone visit) in Denver is due to the friction between Vince McMahon and Denver Nuggets owner Stan Kroenke.
The story was the WWE had booked an episode of Monday Night RAW for May 25th, 2009 back in August of 2008. But there was only one big problem: the Nuggets were also scheduled to face the Los Angeles Lakers in Game 4 of the 2009 NBA Western Conference Finals that very same day.
With the WWE deciding to hold RAW at the Staples Center in Los Angeles (ironically the home of the Lakers) while allowing the Lakers vs. Nuggets to go on as scheduled that day, there has been bad blood between McMahon and Kroenke that still holds to this day.