Kim Navarro referred to herself and Brent Bommentre as always the bridesmaids, never the brides after being only first alternates for the Olympic team in 2010 and the 2009? Worlds.
In ladies, I would add Fumie Suguri to this list. She was always up there in placement at the World championships, until a couple of years ago, but she never got the title. Same with Yukari Nakano, but she's already been mentioned. Rosalynn Sumners maybe, although IIRC she did win a world championship or two.
I can't think of many other men. Maybe Alexander Abt, since Alexei and Evgeny were always winning world titles while he would finish in the top 10 but never medal.
In pairs, Brasseur and Eisler were kind of the bridesmaids for the Olympics, with the two bronze medals behind teams they were capable of beating on other nights (well, excluding G&G maybe), even though they did win a world title. Also, Petrova and Tikhonov, even though they won one world title, usually skated in Berezhnaya and Sikharulidze's shadow.
Belbin and Agosto and Delobel and Schoenfelder in dance.. how many 4ths did D&S get at Worlds?!