Interesting list. In my life as gamer I got only disappointed once, but realk big time: It was Half Life 2, I was a huge fan of the first Half Life and even programmed my own mods for it (well, I was playing with the SDK). When I saw the first videos of HL2 I so hyped, but when the have was released the disappointment came since I couldn't play it, because it required Steam and I didn't had internet at home (back in 2004 internet wasn't as omnipresent as these days).

I was playing it years later and have to say that it is really a great game, but it still didn't change anything about my disappointment back then. With the money I saved for HL 2I bought Vampire: The Masquerade – Bloodlines instead, which was actually pretty much the best decision I could have made :)