Resident Evil 4. Not for the actual ending but the flame war that erupted against Leon. Yes, he turned down Ashley, but after all the headache you went through with her, you telling me you'd take her offer? not to mention she's the daughter of Leon's boss. Instead, you know what he did? He hit on a woman his age right after he turns Ashley down. Damn flamers.
Also, the edning to XIII, not the final fantasy game. The first person shooter from ubisoft. You go through this whole consperacy and uncover a plot by the vice president and then. . . . nothing. No sequel, so resolution, the charcter get's caught, the game ends.