All games listed are ones I beat personally and had crappy endings - This doesn't mean the game was crap (as many I actually loved).
1) Fallout 3
2) Mass Effect (Sorry, I felt like a mission ended... not the game).
3) Chrono Trigger (multiple endings, none of them made the mediocre game worth playing over)
4) The Legend of Zelda (NES, yeah... it didn't have an epic ending and in fact dumped you back to start all over.)
5) Killer Instinct (Do you remember any of the endings?)
6) Fallout 3 (Just wanted to reiterate how much of a let down that was.)
In an unrelated motion, one of the most unique endings I remember was Earthbound (Mother 2). You were able to explore ALL areas of the game "on the way home" with no enemies and nearly everything was re-written... remember Fourside? There was one locked door that said "Come back after you've finished playing Earthbound!"... when you go back: "Oh, you finished Earthbound? Good job!"
Beautiful