While Hellsing Ultimate undoubtedly hasn't been the diciest anime OVA production ever, the fact that it switched studios and took the better part of seven years to release in Japan suggests that it probably places it high on the list. That said, it is being seen through to the end, with episode X scheduled for a December 21st release.
In time for Comiket, Rondo Robe has posted a trailer of the 10th episode.
Episode four was the last to be released in North America. That was also coincidentally the last to be produced by Satelight before the production moved to Madhouse. Meanwhile, the North American rights moved from Geneon to FUNimation following the former's closure of regional operations.
Production moved again, finally to Graphinica and Kelmadick, for the end of the OVA.
Update - Studio name on production history fixed - thanks @Ikari_Gendo