Aleister Crowley
He had announced in 2009 a biopic on the life of English occultist, Aleister Crowley, with Tom Hardy as Crowley, but nothing ever developed out of that statement. I wonder why. Refn would be great as director and Tom Hardy would slide into the mask of Crowley with ease, he's perfect for the role.
Here's the article from 2009. My only peeve is that he incorrectly referred to Crowley as a "Satan-worshipping cult personality" and as "Charles Manson times a billion", although he did admit to not knowing anything about Crowley:
http://wildhunt.org/tag/nicolas-winding-refn