I have a few that come to mind.
Golden Sun for GBA is one. I enjoyed playing it so much that I felt betrayed that it ended so abruptly. I never bothered with the second because I was that annoyed.
Rage is another game. For starters it was a complete letdown. With the companies involved and the hype of it, I felt like I was promised a darker version of borderlands, or a very deep game, exploration-wise like fallout. Instead I got some garbage combination of both. Then, I do some mission where I shut off some computer terminals, kill some generic enemies and the game ends.
Dragon Age 2 pissed me off as well. After loving the first one, the second was so short and really just felt like it was published to give you a bunch of decisions to make going into Inquisition. You meet a few characters who become awesome in Inquisition, but at the time, I felt cheated, especially since you basically revisited the same few locations over and over until the game just ends.
Borderlands was also annoying because you fight the final boss and that's it. No epic loot, just a thanks for playing, see ya later. The rest of the game was awesome though.
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