Half-Life 2: Episode 3 was cancelled in 2011 after years of development struggles at Valve. It was never released on any platform—not Xbox 360, not PC, not anything.
The Xbox 360 got The Orange Box (HL2, Ep1, Ep2, Portal, TF2) in 2007. That's the complete Half-Life console experience. Episode 3 remains the industry's most famous vaporware.