Quoting Alexei_net from another thread. Ending is disappoint :< The Vault is a lie and all that.
Now, here's my take on Borderlands' Ending
***SPOILERS***
Yeah, that's the point exactly - the whole game gives you here-say that there's treasures in The Vault. So, when you get there, you find...a big blob named The Destroyer, which is an invincible monster in another world. So, since we're on Pandora and The Vault you could say is Pandora's Box - maybe The Destroyer could be considered a weapon?
IMHO, I think The Destroyer was the "weapon" and we were NOT supposed to destroy - and we'll all pay for it...as I think The Guardian Angel (GA) seems to NOT be such an Angel, as the end reveals w/ her using Claptraps to play basically "Big Brother" with. I find it odd the GA basically levels a full-scale war w/ The Crimson Lance and Atlas Corp, as well. I would not be surprised if The GA probably might be looking to take over Pandora, in future Borderlands games...
***END SPOILERS*****