#2. CM Punk
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CM Punk will always go down as one of the biggest Superstars in the modern era of WWE wrestling. He completely changed the industry with his 'Pipebomb' promo.
But whilst Punk won many titles in WWE to go alongside his aforementioned industry-changing, he couldn't leverage his wrestling ability to win WWE's purest wrestling contest, the King of the Ring tournament.
Punk did take part in the tournament in 2008 and made it all the way to the finals, only to be beaten by then RAW General Manager William Regal. I know, I know.
Following the tournament loss and subsequent feud with William Regal, Punk would eventually go on to form the Straight Edge Society before starting an excellent feud against John Cena. So maybe Punk not winning was not a bad thing.