Gonna have to agree with DarqueysaucecakesImisstheresidentevilavatarness.
Master of Orion 3 is, to date, the only game I've ever bought where I found myself compelled to continue to play if only to justify the investment of cash. It was, to put it kindly, an orgy of suck and failure.
NWN2 comes to mind as well, though not a true tear-jerker, just disappointing. The story looked promising and I got into it a bit (Ya know, in between crashes.), but the rampant technical problems at launch and even a month or so afterwards pretty much killed my interest in the game itself, also controls just felt clunky to me. It's sitting on my HD right now so I may get around to finishing it one of these days...
...Why do I see torches off in the distance?