Jubilee Bridge
The Jubilee Bridge, if it had been built, would have been a covered footbridge running along the side of [Cannon Street Railway Bridge]?, replacing the current workers' walkway, and the first covered bridge across the Thames since the original London Bridge was built in 1176.
As the name would suggest, it would have been in commemoration of the Queen's Golden Jubilee in 2002; unfortunately, the [Golden Jubilee Bridge]? that runs next to [Hungerford Railway Bridge]? got there first and took the name. Apparently, "As funding is not yet in place it has been suggested that the Cannon Street walkway may have to be called the Diamond Jubilee Bridge. The next Jubilee is due to be held in 2012."
At the time of writing (March 2004), any chance of it actually being constructed seems to have evaporated: the official website has died, and only dated references to it seem available. The website listed with this page has some attractive visualisations of how it would have looked.
Update: The [Bankside Information Day]? (3rd September 2004) had a stall outside [Southwark Cathedral]?, giving details of the Jubilee Bridge. Apparently, this project is a goer! --IvorW