9. Alan Wake (2010)
Final Level: "Departure"
Why It Sucked: Once you've defeated the tornado of darkness, an old-time diving suit that looks like a Big Daddy from BioShock shows up to tell you that you have to stay in a cabin while your evil doppelganger screws up your life in the real world. Even Stephen King could have written a more logical resolution than that.
How We Would End It: We'd explain why there's an Alan Wake lookalike named Mr. Scratch running around and let players be able to actually rescue Wake's poor wife. The way the game is now, we don't know what's going on. There's no resolution, no "thank you," nothing. Just a kick in the pants for playing.