In no particular order. Note that there's works that have disappointed me that I haven't actually played (e.g. Destiny - got suspicious, didn't buy), but I'm only going to list games that I actually played.
-Assassin's Creed. The first game. I probably gave it up to soon, but...yeah. Not my thing. Too repetitive, and the present day sections felt so phoned in at the time.
-Command and Conquer: Tiberian Twilight. I saw the warning signs during development, that whatever this was, this wasn't a standard C&C game. And that, by itself, wasn't a bad thing. Problem is, the gameplay was tedious and repetitive, and while I'm more forgiving to the story than most, I can't call it "good" by any means of the word. If I had to describe C&C4 in one word myself, it would be "anemic."
-Gears of War: Judgement. Not a bad game by any means. But...I dunno, it felt like it was lacking something. The mission parameters were a nice idea, but something felt...off, about the experience. I think it might have been how anciliary it felt to the overall setting. The story ended with GoW3. I don't need a prequel that unlike, say, Halo: Reach, doesn't really do anything for the setting.
-Golden Sun: Dark Dawn. Not a bad game by any means, and calling it a "disappointment" is too strong a word. Yes, I was indeed disappointed, but I think that was more a case of having my expectations set so high. I don't regret playing it, but it didn't come up to par with the first two.
-Halo 4. Ugh. The gameplay is a step back, the plot is asinine, the characters are annoying, and it's basically the first nail in the coffin for the series that 343 created. Halo 4 didn't kill the series for me, but it was the start of the downhill slope that, with a few exceptions, has kept going downhill.
-Metal Gear. As in, the first one. There are plenty of games I've played years after they came out that I feel don't meet the hype surrounding them, but I feel disappointment isn't a good term for them. Metal Gear is the exception however. I may be holding it up to an unfair standard, said standard set from MGS onwards, but even so...the bosses are vapid, the plot is cliché, and again, maybe expecting too much, but it doesn't come close to the later games.
-Star Fox Command. Terribe controls, terrible voices, terrible story. 'Nuff said.
-Sonic Chronicles: The Dark Brotherhood. No, not STH06. That was a disappointment, but by the time I played it I knew what to expect. But after BioWare gave me Mass Effect, and they came out with this...yes, the gameplay was good. No, that doesn't excuse what they did to the lore. And granted, I don't know how one can "ruin" STH lore when Sega's always played pretty loose with it, but with them basically copy-pasting Archieverse and Sonic X material into the setting, and the overall...well, laziness of the product, and the cliffhanger ending that really ends with Sonic and Tails discussing how great the sequel will be...yeah.
-Mirror's Edge: I really didn't like this game. I wanted to. Really. I loved the concept, and I loved that EA could give it a greenlight (if only it shows that once in awhile, even companies like EA can do something surprising). But...no. It might be that I sucked at it, but even so, the plot...isn't that good. It takes itself far too seriously (runners vs. runners...that might have been fun if they'd been in there for more than one level) and knowing that Rhianna Pratchett was brought in late to pen the story...well, it definitely shows. I'm sorry, but to me, ME just isn't a good game.
-Soul Calibur IV: Anemic. That's all I have to say. And off the heals of the past three games...bleh.
-Perfect Dark Zero. Loose controls, and...yeah. It barely even feels like it's in the same setting as the first game, and the same applies for the characters. In fact, what I like about the game the most is the tie-in novels it spawned.