I'm not talking about characters who betray you in-game necessarily, though we can talk about those too. I'm thinking more along the lines of a character you really liked for whatever reason, then they just up and did something that pissed you off so much you ended up hating the character.

Mine is Anders in Dragon Age II.

SPOILER!!:
He starts out innocently enough, a mage/warden on the run who's tired of being persecuted everywhere he goes. I actually romanced him the first time I played because I happen to like damaged characters for some reason. It was the little things at first. He's an ass to Fenris (to be fair, he gives back as good as he gets) and all he talks about are mages and templars. Ok, understandable. But then he starts writing his manifesto and asking you to help him with weird things and then bam! he blows up the Chantry. What the hell, Anders!? I was actually merciful the first time and stayed with him. I'm either going to chase him off or kill him next time though because terrorist. I was so mad the first time I played and that happened. I'm also annoyed that you can't actually stop him from doing it even if you refuse to help him.

I really did feel betrayed and now the only reason I use him at all is because he's a good healer and I need him on quests I can't take Aveline with me for friendship/rivalry reasons.