Not TOO bad of an ending, but a major cock-slap.
Final Fantasy X.
Finally everything makes sense and the heroes have finally done everything necessary to do revolutionary things to this world and what? Yes, that's right. Tidus disappears. After making all of this ground-breaking work between characters and things becoming ok, the narrator of the ENTIRE STORY just disappears. He doesn't die nobley, he doesn't have anything other than "Oh, well I guess I'm swimming in the dream of the Fayth again. Also, Auron dies/was unsent.
Seriously, I think so many people were threatening SQUENIX after that ending, and that's how FFX-2 came about to be. Hell, you only play it to see the ending. Albeit it being fun, I decided to say fuck this shit, let's see Tidus come back. THEN, that was FINALLY a decent ending. (and I've seen the 100% ending -- and that's probably an even bigger piece of shit than FFX's ending.
Breath of Fire III and IV also ended on a crappy note. What the hell.
To change it up a bit, I think the game with one of the BEST, in-depth endings, was Wild Arms I. Seriously. I was so hungry after the final boss fight and was like "Ok, when is this going to be over...?" 40 minutes later I'm wondering how long it's going to be then saying, "Ok, maybe another 5 minutes?" 20 minutes later it was done. 1 hour. At that point I said, "There is enough closure in this game to make me never need to play this game again."
--Terin