Vonn, who won gold in the women's downhill and bronze in super-G, wore a modified glove to help protect her fractured finger but it was to no avail as she straddled a gate on the first slalom run and suffered a third non-finish in five events.
"I have the gold medal I came here for," Vonn said, her heavily bandaged finger on view for all to see.
"I am going home happy, maybe a little bit more broken and bruised than when I came here but happy." The American Alpine skier came into the Games with hopes of five medals but the Vonn-couver Olympics were not to be.
The real leading lights of these Games, for Canadians at least, are Sidney Crosby and the rest of the men's ice hockey team, who take what they hope will be the penultimate step on the path to glory when they face Slovakia in the semi-finals.
The reward will be a final against the United States or Finland, who meet in Friday's first game.
It all seems to be heading inexorably toward a Canada v US final on Sunday and a chance for revenge for the Canadians, who lost 5-3 when the two teams met in the group stages.
Canada already have one hockey gold medal, after the women beat the US on Thursday, and they have a chance of making it another team double in the curling.
The women, led by rookie Cheryl Bernard, take on mighty Sweden on Friday, before the men attempt to stay undistracted by Norway and their eye-catching trousers the following day.
Victory for the women might be enough to take Canada out on their own at the top of the medals table.
Canada, the United States and Germany all have eight golds apiece, with the US currently leading thanks to their total of 32 medals, including 12 silvers and 12 bronzes.
A ninth gold in the curling would be enough to put the hosts ahead by a nose, provided Germany have not already upset favorites Norway in the men's 4x7km biathlon relay.
That is the first of seven gold medals in play on Friday.
The most spectacular is likely to come in the women's Parallel Giant Slalom snowboarding, with the retirement of 2006 champion Daniela Meuli of Switzerland leaving this daredevil event wide open.
There should be plenty of thrills and spills too in the short-tracking skating, where there are three medals up for grabs.
Apolo Anton Ohno of the United States aims to repeat his 2006 success in the men's 500m, while China's Wang Meng goes for her third gold of these Games in the women's 1000m. The day's action finishes with South Korea the clear favorites in the men's 5000m relay.
