Personally there are a few games which left me very dissappointed, after hyping myself up for years in certain cases.
Divinity Original Sin: turns out I prefer more streamlined, less packed games (love Pillars of Eternity) and that coop play in a CRPG stresses me out.
Wasteland 2: I actually managed to finish this one but secretly I admit I was hoping for a better Fallout which I didn’t really get. New Vegas did the cowboy theme much better.
INSIDE: while the design was cool, it was just a ton of boring, easy puzzles in comparison to LIMBO, its predecessor.
Not sure if this counts, but Path of Exile once in awhile. They release new content patches every 3 months and introduce new league mechanic. Some leagues are great, others are less so. It’s probably the only game ever played and continue to play on release.