-GameCube (even before the fandom for this console became so revisionist)
Nintendo profited off of both consoles, so I don't consider either of these failures. If you come out of the casino with more money than what you went in with, you won!
The Dreamcast was also a profitable machine, BUT, because of their dire financial position and declining arcade business, their profits were offset and they couldn't continue support the console. They were basically faced with pouring what little money they had left into the Dreamcast and possibly going bankrupt, or staying alive as a company by going 3rd party. They chose to stay alive.
Anyway, my favorite failed console is easily the Atari Jaguar. Like the Dreamcast, it has some hits and misses. But unlike the Dreamcast, the Jaguar sees supports to this very day.