Proofit,
WDC, GPT, Stockies and CNP/CER.
Remember to contextualise Mike Smith's (from ANZ) comment and the inevitable truth that CNP/CER was in fact too big to fail.
All four of the above are.
While I don't necessarily think that the following are either good or bad investments, they are not too big to fail:
Becton
Valad
Abacus
The ING Property Funds
FKP Property
Goodman
The Mirvac Trusts
The MacBank Trusts (these funds have big brothers)
Cheers.