There's only two games that come to mind:

Ultima IX. Man, what a way to go out.
KotOR 2. I like the game but the ending was very obviously tacked on.

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.

Can anyone say Mass Effect 3??

Final Fantasy XIII-2

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

Dragon Age 2. WTF was Bioware thinking?

Fable II. Geez. no real boss? really?

LOOM.

...actually wait...that implies that there was an ending.

Lessee, I would say that Ultima also got a pretty bad ending. Not really worth it at all given how much trouble that game had with developmental issues.

It's laughable how terribad ME3's endings were.

Has anyone mentioned Killer 7 yet?
OH NOES I WAS ALL 7 KILLERS AT THE SAME TIME? AND I KLLED THEM ALL? NOOOOOOOOooooooooo..........

Fable III.

Also Batman: Arkham City's ending sucked.

Lol ignore hoggys2much he hasn't even played the damn series, he's just riding on the bandwagon and spewing what he hears other people say

Anyways I was pretty disappointed by Assassin's Creed 3's ending. It was just...lame...Which is a shame because it had such an amazing build up, but Connor's ending wasn't even all that climactic, and Desmond's ending was also bleh on top of that...so that's like... one really long bleh lmao

L.A. Noire had an extremely disappointing ending as well.

If you want games with bad endings then look no further than Mass Effect 3.

You can even get this [link] or this [link] based on it.

It even made the #1 spot on this video [link]

As for me I don't think I have ever played a game with a bad ending.

In before people mention Mass Effect 3 and it's ending.

Soul Calibur, the last two games are disgraces and Namco doesn't give a shit about their fans.

Many of the iconic series has very good first entries but horrible endings.

Assassin's Creed. Mass Effect, Fable, to name a few.

Blood Omen just kind of petered out.
Metal Gear.. I can't bitch about. It started out Metal Gear and it ended Metal Gear.