The
LYMErix vaccine was discovered to have potential side effects in certain individuals (including serious autoimmune responses) and the CDC required an expanded Phase IV (as it was already past Phase III) enrollment. Since this happened right after the
RotaShield vaccine was pulled due to confirmed cases of intussusception, GlaxoSmithKline pulled LYMErix from the market rather than expand the trials and fight public perception, especially once sales declined. They settled a class-action lawsuit, but denied the vaccine was dangerous. There's two examples for you of vaccines being pulled after Phase III. I'm sure someone will nitpick the reasons (though RotaShield was confirmed as the cause by the CDC) or the severity, blah, blah, blah (I look forward to the goalposts being moved), but this confirms it does happen, and has happened multiple times. It happens more than one would think; most people just don't hear about it unless it involves them personally...