In all honesty, I can't really think of one, except maybe the THPS series, but even then I liked it up to 4, and plan on picking up THUG and THUG 2 for really cheap.
EDIT: Nevermind, I thought of a few:
1. Halo 2's ending- Wow, that was awful. What made it even worse was that I absolutely loved the game.
2. Sega's downfall- For a while there after the DC, it looked like Sega was prime to become THE go-to publisher for awesome hardcore games. Gunvalkyrie, Panzer Dragoon Orta, Shenmue 2, Skies of Arcadia Legends, Rez, Virtua Fighter 4: Evolution, Jet Set Radio Future, Super Monkey Ball, Otogi, etc. But now? We get Shadow the Hedgehog and Sonic Riders. *dies a little*
3. Star Fox- Seriously, would it really be that difficult to take make a huge-ass Star Fox game styled after SF 64?