I can't remember the first, so I'll just call out some:
-Andromeda, Season 4 (yes, it's not the series ending, but we go from a strong penultimate episode to a lacklustre two parter, and the whole paradine 'thing'...gah!)
-The Legend of Korra, Season 1 (Korra gets her powers back through DEM, after using them through DEM, and then we get a lacklustre second season)
-The Chronicles of Narnia: The Last Battle (maybe not "bullshit" per se, but this is easily my least favorite Narnia book, and how it ends is part of the reason why)
-Arrow, Season 3 (yes Ollie, forgive Merlyn for killing Sarah and starting this whole mess, just drive off with Felicity because...gah!)
-Golden Sun: Dark Dawn (because cliffhangers with no guarantee of a sequel are a great idea)
-Mass Effect 3 (you know why, though caveat that I only watched ME3, so this really shouldn't be listed by me)
-Merlin (the series finale...oh god, the season finale...hey, let's make the entire series A WASTE OF TIME!)
-Sonic Chronicles: The Dark Brotherhood (or, BioWare getting in some practice for ME3, where we get a cliffhanger that's never resolved, and Sonic & Tails discussing how great BioWare is during the credits)
-Terminator 3 (this might be the first time, but, yeah. Let's have an ending that undermines the entire series in terms of plot and theme to tap off a movie that's a poor man's version of T2)
-Wing Commander: Prophecy (only watched, never played, but the way Blair is so unceremoniosuly killed off...I mean, why? WHY?!)
-Rams (I get what the ending is trying to do, and did for some people, but it just didn't work for me)
Sure there's others, but these come off the top of my head.
Edit: Also:
-Star Trek: Nemesis (never mind that this is the second worst Star Trek film I've seen, the way the ending shot just sort of peters out, leaving the Enterprise in dry dock...I mean, compare that to Undiscovered Country, with the Enterprise sailing off, and you see why one ending works, and one doesn't)
-Diamonds Are Forever (lacklustre ending to my least favorite Bond film...also a lame one-liner to top it off. Rarely say this, but bring on Roger Moore)