What to do?

In some of my more recent games I am seeing a concurrent pattern. This is that I cannot take a game all the way when I play Nunu, I know exactly how to play him in the early game and mid game. However I'm finding that even when I make an overwhelming difference in the early game I can't use Nunu to finish a game. I can use my ult well in conjunction with Righteous Glory and I either end up forcing flashes are dishing out large damage. But I can't seem to finish the game with Nunu, I don't have this problem with Zac/RekSai/Amummu (All Tank).

I like Nunu because I feel as if I've really mastered how to play him effectively and efficiently, I just can't make the difference happen in that last fight. What could I do that really takes that last fight?