Boy do I have a list here:
Monster Hunter: I'm fine with having to gather materials myself, but could I at least get a goddamned map of where these all these minerals and bugs and herbs and flowers are? We live in a digital age, I'm not gonna bother wandering around aimlessly to get that final vital stone for my ultimate weapon, I'll just Google it like everyone else probably does.
Professor Layton and the Azran Legacy: They end the series by having the last game in that series be a prequel to the first game, it even ends with the game telling you to go get the first game! Kind of anticlimatic for a series finale. Also, the last chapter pulls out a painful bunch of unneccesary and cliched twists.
Kingdom Hearts: Please stop with the pretentious, ham-fisted and melodramatic story that is so convoluted and nonsensical it's barely possible to follow even for the most dedicated fans.
Shin Megami Tensei 4: The map is terrible at giving you a clear direction for where you are, where you are supposed to go and how you can get there.
Luigi's Mansion 2: Several of the boss fights were absolutely terrible and felt really poorly implemented or just frustrating.
Fire Emblem Awakening: Very fun game to play, with a big yet likeable and well characterized characters but the story is often meandering and I have given up trying to make sense of the timeline in this series. How Morgan even exists will probably remain a mystery forever.
The Witcher (first one): The romance between Geralt and Shani is one of the worst relationships I have ever seen in a game (worse than the one between Kyle Reese and Sarah Connor in Terminator, if that's any indication). Also the voice acting is terrible. And the combat is stiff. And while the final twist is cool, it doesn't make that much sense when you really think about it.
Fallout 3: The karma system is an unneeded simplification from the previous games (at least the game acknowledged when there was a morally grey choice (which happened about two times I believe)). Also the game needs more voice actors. It takes away a lot when I can talk to one human in one room and in the next room there is a guy with the exact same voice.
Terminator: The Terminator himself is fairly awesome, but I honestly didn't care one bit for either Sarah Connor or Kyle Reese (especially Kyle Reese), which makes the good ol' Arnie the only thing that kept me watching.
Watchmen (comic): Now I love this story, but there are parts where I wish Alan Moore could shut up for a bit, namely the part where Nite Owl and Rorschach confronts the "bad guy" and he nearly kills the mood by drowning the panels in text, or that other time where special trained forces are after Rorschach and two of them are SMALL TALKING while searching for a highly dangerous man, also I think the ending was a bit too far-fetched. Like really, you achieve world peace by teleporting a monstrous octopus into Manhattan and killing millions? Honestly think the movie had a better ending.
Half-Life 2: Way too many red barrels
Mass Effect: The combat.... Just.... The combat (cries in Spanish).
The Walking Dead (Season 2): Spent way too long on that farm (I actually skipped over an episode where they try and drag a fat zombie out of a well, but didn't realise that until after I saw a review of it), and it went poorly in the character department. Honestly, when the big character-killing finale came about, I had forgotten who some of the characters being murdered were. It also pulled some really contrived scenarios out of its ass. Only reason I stuck around was because of the somewhat interesting devel-opment between Rick and Shane and Carl, and Daryl who's a likeable guy (like the Garrus Vakarian or Jesse Pinkman of the Walking Dead Series). Turns out it was worth the wait because when season 3 came it got really great and finally lived up to the potential I saw with the first season and the comics.