Q. What teams have not been to the World Series

If you're talking about the Major League Baseball World Series (in the modern 1903-present games) then it appears that only two teams have never appeared. 

• Seattle Mariners (They've only had four play-off Appearances)
• Washington Nationals/Montreal Expos (In fact they've only had two Play-off appearances)

The only year without a World Series was the 1994 season due to strikes which would have been the only year the Expos would have been in it.