My biggest disappointment in music was watching the premiere of Megadeth's Crush'Em music video.
That EDM intro, the (for lack of a better term) dumbness of the song, just left me destroyed. I was a BIG Megadeth fan at the time, had seen them twice, loved everything up to Cryptic Writings, so i was absolutely eager to listen to some new Megadeth. What a bummer that was.
I had honest to god nightmares about that song.
Ther are others, like Blind Guardian's A Twist In The Myth (love everything they did up to Nightfall, A Night at The Opera was weird but i kind of liked it), but i can't connect with the newer stuff.
Demons & Wizards second album was a huge disappointment for me, as well. So was Iced Earth's Crucible of Man.
There are others, but these are what i remember right now.