360 dying, Prototype, The Conduit (multiplayer and single player ending), Ratchet and Clank Future: Tools of Destruction, and being unable to play Street Fighter IV because 360 controller sucks for that kind of game
I'd say the worst moment out of all of those is definitely Prototype. That was just one of the most disappointing games ever. I mean 11 years since Ocarina of Time came out and perfected the lock on targeting system and this game gets it wrong... badly haha. Just inexcusable. Say after that the 360 dying. Then The Conduit on the areas I mentioned.
Next Ratchet and Clank on PS3. Seriously being such a fan of platformers and being really hyped for that (first PS3 game I played) and then being uttlerly disappointed. Why people call it a platformer is beyond me. Finally of course the disappointment with Street Fighter IV. Ugh just can't play the game on 360 with the controller.