What animals are there, that could have been useful to domesticate that we have "failed" to?
You'll notice that the vast majority of the large megafauna inhabit Eurasia and North Africa, with a few in the Sahel region of Africa. These are a large chunk of the reason why Eurasia and general (and Europe in particular) gained such a huge advantage over the rest of the world in terms of sophistication and population.
So, to answer your question: any large animal in North and South America, Sub-Saharan Africa, Australia, Indonesia, or the Pacific, would have been tremendously useful to the local people in bolstering their population growth, by extension their sophistication, and thus their resistance (or ability to "give as good as they got") to European military incursions and biological warfare. Obviously, none of them experienced success in this field.
To name a few examples: any number of African savannah animals (African Buffalo, Gazelle, etc) for meat, milk, and blood, as cattle are tremendously vulnerable to the tse-tse fly. Hippopotamus or Elephants for meat or labor in dense jungle environments where there are no other megafauna, such as the Congo region. Capybara similarly in the Amazon basin. Buffalo, Elk, Moose, Reindeer, various Sheep, Pecarries/Javelina, and assuredly many others in North America. Emu and Kangaroo in Australia, Cassowary in New Guinea...
In general, most of the usable big animals are in Eurasia. The other continents did not have their "need" already filled, and would have filled it if they could have. They didn't, not because they didn't need to, but because they
couldn't with the animals locally available, with the
sole exception of the Alpaca and Llama in the Andes. Your "need" theory thus falls apart. Several continents had a need that wasn't met until European colonists arrived. It wasn't because they just didn't have the imagination or willpower, it was because the animals weren't suited for it.
Likewise grains, fruits, and vegetables, which are similarly concentrated in Eurasia. You make do with what you have. What the other continents had sucked, and didn't domesticate, and so in the history of the world, they lost.
I reiterate: you are wrong.