#4 The Undertaker hasn't won the Intercontinental and the United States Championship
The Undertaker is a seven-time World Champion in WWE, having won the WWE/WWF Championship four times and the World Heavyweight Championship thrice. He has also won the tag team titles on numerous occasions and even held the Hardcore Championship once. But there are two major titles that The Deadman has never won - the Intercontinental Championship and the United States Championship.
Even surprising is the fact that he has never even challenged for one of these championships. Yes, the Undertaker has never competed for the United States Championship, despite reinventing himself as "The American Badass" for a few years during the early 2000s.
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As for the Intercontinental title, The Deadman has challenged for the same on multiple occasions but was surprisingly unable to win it every time. He has challenged Goldust for the IC title in a casket match and also took on Triple H once for the title. The Intercontinental Championship is often referred to as the "Workhorse" championship but even after competing in the ring for 30 years, The Phenom has never held it!