For me, Assassin's Creed. It's really just too damn abrupt.
They learn the locations of all the artifacts and just leave you in a room with a bunch of writing on it...great...and...*credits roll*....oh...BULLSHIT!!!
That was my reaction to it. I can't really say Fable 2 or Fallout 3, simply because...the way the rest of those games had been going, I honestly didn't expect anything epic. All of Fallout 3 was easy (to me anyway) and Fable 2...well...I was disappointed with that when the beginning was pretty much copy-pasted from the first one.
An honorable mention goes to The Force Unleashed though...yeah, you fight the Emperor, but you never actually kill him...Then why the hell do we fight him in the first place? Seriously, I always disliked games that had you fight bosses you never got to kill (or they ended up killing you) anyway, just because "it's the ending"...seems pointless and stupid.