There are a few players who fall under the category of the OP which is greats who didn't quite get the major trophy to ratchet up their legend another notch or two. I don't think it's affected the likes of Puskas or Cruyff, because their losing finalist teams were more celebrated than the winners, but others suggested in the thread like Zico, Ballack, Greaves fit the bill. For me Zico is a top 10 player of all time, but a World Cup would have entrenched him in that top tier, despite him performing excellently in 1982. Some good points made about Ballack by
@Renegade,
@flappyjay and
@hasanejaz88 - clearly here's a guy who was unfortunate to fall inbetween two strong generations of German talent and whose legacy will be affected as a result. Like Zico though he couldn't have done a lot more than what he did, especially in 2002 (and getting there) with a poor team. And
@Whiskey Red's Greaves would have moved up into that second tier of no 9s after likes of Ronaldo, Van Basten and Eusebio with a World Cup to his name as no doubt if he had played he would have racked up plenty of goals.
More generally in under-appreciation there's another category of those who aren't remembered as fondly because somebody else stole the limelight from their generation. In the 1980s Zico and Platini suffer a little because of Maradona catapulting himself into the stratosphere, and the same goes for Eusebio and Spencer in the 1960s compared to Pele. Even Muller in the 1970s having to duel with Cruyff and Beckenbauer for the individual plaudits perhaps hasn't got the standalone recognition he deserved. And in the early 1990s you could make the same argument for Laudrup and Baggio, relative to Romario and Van Basten, and later in the decade for Rivaldo and Figo relative to Zidane and Ronaldo.
And then there are those who either didn't play for the major clubs or countries. A lot of the Eastern Europeans and South Americans (especially outside the big two) suffer as a result.
@el magico's shout of Miller is a great one - no reason why he shouldn't be seen as in the top group of defenders from the UK and Ireland. And there are plenty of others in that ilk and too many to list here.