Fable 2.Lucien kills your dog,everyone you loved.you think it will have a epic battle?no,you kill him with ONE SHOT!

Command & Conquer 4 completely butt fucked the entire storyline. I nearly cried and wanted to stab myself in the face.

you're not alone.

I agree that it might be odd, but I wouldn't call this a bad ending - I thought it was pretty funny. And the ambiguity about whether they are boys and imagined it all, or LeChuck put some spell on Guybrush was done on purpose.
There was an interview with Ron Gilbert (who was one of the main developers of Monkey Island 1+2), during which he comments on the "true" Monkey Island 3:

http://mojoart.mixnmojo.com/mixnmojo/old_stuff/mixnmojo.com,php,site,resource.php-feature-,interviews,rongilbert,rongilbert-page-1/resource.htm

(at least the first page seems to be available?)
This is the passage I'm talking about:
I would love to do another "adult" adventure game. My dream is to buy the rights to Monkey Island and do the true Monkey Island 3. I'd call it "Monkey Island 3a: The Secret Reveled or your Money Back".

Xenon 2. You kill the final boss and get congratulated. The end. Notorious.

I wouldn't like to bitch about Still Life because I really liked the game and because the sequel is now available, but the fact is that it took Microids something like five years to get the sequel finished. Not good considering how the previous game ended.

SiN - Episode 1: Emergence or however the hell you're supposed to write that. We now know that episodic games don't work, which is a bit of a shame because I liked what little game there was. Sure, it wasn't deep and there are only a few guns, but still.

Dragon Warrior series.

RAGE's ending probably sits close to the top of my list..

it was absolutely terrible

This. I know lots of people didn't like, but I thought it was hilarious. :)

Gothic 2? And Gothic's ending was pretty underwhelming as well. And someone already said G3. Am I starting to see a pattern here?

Borderlands' ending was pretty balls.

I give you Ghostbusters.

Well played, sir. Well played ;-)

I blame the fans more than anything. They were so opposed to the reboot, and shouted about how much better Sands of Time was before 2008 was even released. So Ubisoft listened to the vocal minority, and we got a crummy sidequel (It wasn't that bad gameplaywise, but it just felt unimportant and disconnected to the rest of the series)

If they had ironed out the issues with 2008 they could have made a truly spectacular sequel. I loved the Sands of Time trilogy, but that story is all wrapped up nicely. I see no need to revisit it. Wish more people felt the same.

But you're right, the ending was crummy.

Painkiller. Beware the spoilers that follow...

Defy the angel and attempt to rescue Eve. If you successfully defeat all the demons in your way you get a custscene of yourself being hopelessly overwhelmed, Crimsonland-style. (I admit the shout-out was cool, but that's a pretty unsatisfying end).

But there's a real ending, which you can get by finishing the entire game without absorbing any demonic souls at all. If you do that then you end up taking the angel's advice and abandoning Eve. Then you skip the final level, go to heaven, and meet up with your wife. The end.