Not really as far as I know. Although different Cathedrals would have looked differently (duh), this is what the Cathedral of Milan, Italy, would have looked like when under construction. A bit dreary.

An interesting example of a large church (it's not the seat of a Cardinal, ergo not a cathedral) that remained unfinished to this day is the Basilica of St. Petronius in Bologna, Italy. At one point, the citizens threw up their hands and said they'd rather keep it as it is.

Every cathedral has a unique history, there might be one that was particularly colorful when being constructed, but I don't know of any. It's difficult to give a single answer for a topic as large as european cathedral construction.