Star Fox Zero. Not only the controls, but also the really mixed campaign. Some levels could be decent but others were atrocious, and it really didn't live up to the promise of a Platinum/Nintendo co-developed game. It might also have buried Star Fox as a franchise for another decade.
I'm not sure what else I'd list. I don't tend to play every game Nintendo publish or develop, so maybe I have less scope to be disappointed than others. Though some games that have cropped up on a few lists (Wind Waker, Xenoblade Chronicles X for example) I loved.
EDIT: Actually, one game I would class as disappointing was Phantom Hourglass - especially after some reviews and initial fan reaction claimed it as the best portable Zelda. I thought it was a great showcase of the DS's different features, but in terms of its plot, music, characters, dungeons etc was a weak Zelda game. While Spirit Tracks was less inventive, I actually enjoyed that one more because I felt it nailed the 'Zelda' aspect more strongly than Phantom Hourglass did. That being said, I've only ever played the DS Zelda games once. Be good to revisit them sometime and see what I make of them.
