Shadowrun 4th edition and earlier (at least 3rd) are a big example of this; you can't really "cap" out, since there's so many different sources of potential bonuses, but it's possible to build characters who have 6 in their combat skill's attribute and 6 in their favorite combat skill, which is the normal limit. This matters more in 4th because the pool system goes away, but it's one of the major reasons why 5th edition now lets characters accrue up to 12 points in a skill.
For added bonus points, characters can also take magical/cybernetic augmentation, with a maximum limit on dice typically being around a 21-23 die pool in 4th Edition, which is really the system that most lends itself to this. However, all of this is moot because characters need a trifecta of things to really succeed in combat; gear, training, and circumstance.
Basically, you can give a character this massive gun, but he can't bring it with him everywhere, since Johnsons tend to frown upon having an assault cannon at meets. Alternatively, you can make a master gunslinger, but that pistol won't leave a mark on a great dragon or a tank. Perhaps one of the best builds for this is the archer, since technically bows have low availability/legality codes, but even then you're limited in terms of your speed of engaging new foes.
So basically, you can create a character who basically can't advance any further (and yes, there's ways around this, but they are either contradictory or require some wrangling that some GM's won't allow) from the very beginning of the game, and still not win every encounter because you'll encounter some issue or another. That said, you'll be really, really, really frightening when fighting in ways that complement your abilities.