For me, Arkham City's final boss fights were really anticlimactic. I had a harder time taking out the annoying amount of thugs outside the last level than actually beating it.
Also not the ending of a series but, I remember as a kid being annoyed that Super Mario I think Advance? (the one where it wasn't originally a Mario game, you can choose between Mario, Toad, Peach, Luigi and you throw vegetables at mothertruckers.) You woke up and it was a dream or something even though by just playing the game there was no indication of that ever.
Actually the beginning intro of SMB2 hints that. It's still lame but it is nothing compared to original SMB3's when the princess goes "Sorry Mario, but your princess is in another castle...ha ha. Just kidding".
For me, it seems that the creators ran out ideas how to end the game and decided to put another sequel that literally came out of nowhere, even though the ending looked like it would be impossible to have a sequel