Elena Kagan was nominated but never confirmed in 1999 without ever trying a case. I suspect that she still has never actually tried a case. As Solicitor General (2009), she would only have worked appeals. Mostly noteworthy in that the ABA said she was "qualified" in 1999 despite that lack of experience. Hopefully someone will find a more comprehensive list of such nominees. Stephen Breyer has never tried a case as a lawyer. Can't say either way on Kennedy and Thomas. Roberts only appeals.
https://en.wikipedia.org/wiki/Elena_Kagan