"Prematurely", of course, is in the mind of the beholder. There are lists of shows that got cancelled; not looking for that. The question here is what shows would you wish had gone on longer.
Three regrettably-axed series come to mind for me:
Deadwood
Firefly
Freaks and Geeks
Another one I would add is "Star Trek: Enterprise" [part of the Star Trek franchise, and also referred to as just "Enterprise"] which I thought was good but it ended after just four series which was well short of the sevenness one might have expected of a Star Trek series. I believe it was cancelled.