Paul Scholes
He has never won the Champions League.
Ricardo Carvalho and Paolo Ferreira ( Porto and Chelsea)
Chelsea has always been into the champions league but they have never won it
Newcastle have never won the champions league
They never have won the Champions League
Blackburn have never won the Champions League. They have participated in the league only once in 1994.
dundee united won
Arsenal have never won the champions league
Manchester City has never won the Champions League.
Glasgow Rangers have never won the Champions League.
Everton have never even participated in the Champions League proper, never mind winning it.