I'd say my first burn was probably Fable, not because the game was bad as a whole but because it finished with such a weak ending, that it just disappointed me.
Oblivion / Skyrim (most rpgs by bethesda), I always think that these games look great in theory.. The options, the world, all is so ambitious, and they trick me every time... but when I get to play them its all a soul-less clunky mess with awkward characters and pointless side-quests forever.
Uncharted 3 was a big one for me as well, I never expected to like Uncharted 2 so much as I did, so the Uncharted 3 hype got me blustering like a schoolgirl, but then the game was out... and it was soo.. MEH.
An unexpected burn came from Gone Home. I love my silent, mysterious, narrative exploration games, but I felt the plot was so mundane, and the choice for the center story of the blossoming lesbian love was trying so hard at "unconventional", that the game lost me pretty badly.
GTA 4 was also a major letdown, so much it has turned me off for the rest of the series. The scatter-shot narrative, the dissociated characters and the borderline manic depressive tone, coupled with the completely average overall gameplay made the game an exercise in frustration, to the point that after half of it, all I wanted was for it to be over.
Grandia 3 and Dragon age 2, both had the issue of highly entertaining previous games setting the expectations high, and then delivering far less interesting or entertaining experiences, which resulted in much disappointment.
Blizard has managed to consistently disappoint me ever since warcraft 3, but surprisingly, I keep on acquiring most of their products. Diablo 3 was the highlight of crappyness there.
Resident evil 5 managed to kill any resident evil interest I might have had before.
And Indigo prophecy assured that I would never take David Cage seriously... opinion which stands the test of time
hmm I don't know.. I guess many games have sort of burnt me...