#4. Rey Mysterio
Rey Mysterio was one of the best friends of Eddie Guerrero and similar to Latino Heat, the Luchador could also never close out WrestleMania. The Master of the 619 was the winner of the 2006 Royal Rumble and challenged Kurt Angle for the World Heavyweight Championship at the Show of Shows in a triple threat match also involving the prodigy Randy Orton.
With Eddie Guerrero's untimely passing fresh, and Rey being the winner of the Royal Rumble, fans expected the World Heavyweight Championship match to close out WrestleMania 22. However, the WWE Championship match between the Champ John Cena and the Challenger Triple H received that spot instead.
Rey Mysterio is back with WWE now. However, he is now in a veteran role and primarily there just to put other promising talents over. Thus, we should not expect the Ultimate Underdog to close out WrestleMania anytime soon.