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Uganda has never been to the world cup finals, let alone played in a world cup.
Japan have never played a final.
Libya has never reached the World Cup Finals.
Pakistan has never qualified for the FIFA World Cup finals.
Paraguay has never played a World Cup final game.
Newcastle and Everton have both lost 7 finals.
i have played it
Marian Hossa (now of the Chicago Blackhawks), played in the 2008 Stanley Cup Finals for Pittsburgh (and lost), played in the 2009 Stanley Cup Finals for Detroit (and lost), and played in the 2010 Stanley Cup Finals for Chicago (and won).
how many fa cup finals have manchester united played in
England reached the finals twice, but never won the World Cup. Though the most times winner and runner is Australia. They reached the finals seven times and won four.
Australia has never been in the finals.
Slovenia reached the World Cup finals in 2002. They will also be participating in 2010.