Umm... I'm pretty sure he wasn't Russian, but rather Eastern European. Most likely Serbian. At least he spoke Serbian.
If you played late game he explained about how he left 'The Homeland' and made a lot of references to Russia. That, or I don't pay attention.

After posting that I went and looked it up...
http://en.wikipedia.org/wiki/Niko_Bellic
Apparently it is believed he was from Serbia, but he did do a lot of work with the Russian Mafia. So I guess we were both right depending on how you want to classify "where he came from".

Yay, we are both right! (I would have felt stupid=/ )

My list of gaming disappointments would be:
Most Current Gen Games
I only found this site because I was getting fed up of how most of todays games are all far too samey for me. They all just seem to copy each other and most of the more inovative games are just predictable to me. Some games do interest me but not for very long, I just get the feeling most games should have the tagline "You've been here, you've done this and I'm not sure if we've released an official T-shirt".
Brutal Legend
Right now I'm only interested in 3 games coming out: this, APB and an amateur made game Streets of Rage Remake v.5. Obviously BL isn't out yet so I have no problems with the game, I'm just disappointed that Tim has confirmed that they aren't working on a PC version... for now, hopefully.
SOR Remake
I think, I'll just mention that I'm a little disappointed that a bunch of amateurs are making a game that is exciting me more than 99.999% of the things that paid professionals are doing. I got no problem with the game, except that it isn't finished yet :). Anybody who enjoys the old school brawlers has to play this (v.4 is playable, and v.5 will have more than double the content that v.4 has when it comes out)
Todays Consoles
I still have a perfectly working Amiga 1200 after about 19 years of, nearly, constant gaming. I have moved house 6 times and dropped the thing far too many times to count and it STILL works perfect and it doesn't or even have a scratch. If somebody pulled a gun on me I'm using my Amiga keyboard as a shield because I wouldn't be surprised if it turned out to be bullet-proof, LOL
I'd love to know how many 360/ps3/wii owners can say that 15-19 years from now ^_^
The additional lack of interesting games too me, doesn't make me want to buy any console.
Anyway, I'm in the mood to play on my indestructible Amiga now!! :D

Star Trek Legacy was utter garbage. You can't customize the controls, the story is lame, the action is slow, and the AI is moronic. This is one of the few games I truly regretted buying.

To the dude above me, welcome to GOG.
I have some new ones:
The gameboy advance version of Lufia: Really? What the fuck, the plot sucks and it doesn't even tell you what to do...
Not being able to starve your dog in Nintendogs...It needed to lose weight.
Actraiser: I like it, but the lack of tutorials kind of messed me up.

Anything having to do with Master of Orion 3.

My turn!
Dragon Quest VIII (PS2)
Read everything about it and it sounded great. Played it for a few hours and got killed almost in every single battle. Gave up, until I found a walkthrough; you really have to find every item in every nook and cranny of the gameworld to have a decent playtrough. I don't mind random encounters, but in DQVIII they suck, especially after playing Rogue Galaxy.
Full Spectrum Warrior (PS2)
It might have been fine on a PC, but the PS2 controller sucks monkey balls in this game. But maybe that's just me....
Far Cry (PC)
I didn't mind the superhuman AI that could shoot you from miles away. I didn't even mind the protagonists ugly shirt. But I quit and uninstalled the game the moment I saw those zombie/alien thingies. I don't even remember what they where, but they ruined a game I thought was pretty realistic.
Hidden and Dangerous
I was aching for the original Commandos. Saved enough money to buy it, only to see Hidden and Dangerous for the same next to it in the stores. 'It's like Commandos in 3D', I thought, 'must be better than Commandos' I thought. That was in the period that a lot of franchises were ruined by the forced switch to 3D. Hidden and Dangerous was full of bugs and the developers abandoned it after 3 patches that didn't help. Even the deluxe version, which is freeware today, is bugged beyond believe. Couple of years later I scored both the Commandos and Commandos 2 and loved them ever since.

You should reinstall and just god mode your way to the last level, then you'll see just how justified you were in uninstalling it. If you thought the occasional monkeymonster and supermutant was crap, you should see what they did at the end...

Empire Earth III.
There has never been such a large drop in quality to a sequel, ever.
At least, not to my knowledge...

Caesar 4
Caesar 3 was good, the spin-off games (Zeus: Master of Olympus, Emperor: Rise of the Middle Kingdom, Pharaoh and its Cleopatra expansion) were equally good - but the transfer to 3D in C4 was... not, to put it mildly. Actually, the other 3D installment of that series; Immortal Cities: Children of the Nile was even worse than Caesar 4 (though I don't know which order they came in)... I don't know if they made any more after those.
The last 2D version of them would be pretty to have here though... but given that the Sierra IP's probably are owned by Activision now, I doubt they'll come.

Mine. The end (or rather the grinding halt) of Kotor2
The gameplay quality of Fable TLC (PC) It was waaaay too easy.
The 'end' of the fable 2 story, so anticlamatic its pathetic. At least The first Fable had decent final boss fights, at the end of fable 2 you just shoot the guy in the head and its done. Or if you wait long enough one of your hero buddies will do it for you! How lame. :(
The mutant ti in to the farcry story. Ruined the game.
Jedi academy. Like so many other starwars games, Lucasarts skimped and slimmed it down into barely anything at all.
Dark forces 2 (JK) waiting forever to find out how to finish one level before finding out that there's just one more room before a cutscene. wth?
Delta Force Task Force Dagger. Whole game was just a quick mod of DF3 put together in a hurry with no story and terrible game mechanics.
Tomb Raider Underworld. Anyone that has followed the story of Lara Croft's past for all of the games will find the answer to one of her biggest questions to be horrible and very disappointing. The writers must have been drunk.
also, Jade Empire. Possibly the worst thought up rpg of our time. It looks like they started out with a great idea and then someone else ruined it beyond repair.
Last but not least. Im surprised this hasnt been mentioned yet but the biggest disappointment for me is a game that Ive never played. A game that only a few have probably ever play tested.
None other than the Infamous Duke Nukem Forever. :(
On a side note I really like Oblivion and Morrowind both. When I first bought Morrowind I uninstalled it after an hour. Graphics were terrible, I couldn't hit the broad side of a barn with anything and my character ran like a retard. But after playing Oblivion I gave Morrowind a second chance and Im glad I did. Also some oblivion references here are confusing because oblivion actually does have very varied terrain: Forest, swampland, Frozen snowy landscape and rocky plains. Morrowind is either swamp, ashlands or a patchy green landscape with the occasional tree. Still a good game though.

Hype. Hype is the number-one disappointment in gaming. You hype something and, by default, it will fall short of the mark.
Other than that, considering my expectations of games is incredibly low in general, nothing much to write home about.
EDIT
I mean, when a game has a bad ending, or when a game is bug-ridden and runs poorly, it's not disappointing because I expect those things; no game developer today with one or two rare exceptions releases quality product, they release beta-at-best and hope to make enough money to continue on to their next game, because the public will buy any crap that comes along so long as the right name is attached to it. Right now, as far as I can see, the three development houses that DON'T suck outright are DoubleFine, inXile, and Grasshopper, and even their products have plenty to be 'disappointed' about. (Psychonauts had the age-old camera/jump puzzle issue, The Bard's Tale abused that poor game engine to the point of some serious slowdown, and... OK, so maybe Suda-51 IS a god of video gaming who can do no wrong. Sue me.)

Modern Warfare 2, $60 for a 4 to 6 hour game, probably less if you are highly skilled with shooters on consoles or played it on PC (cost the exact same as console version). and before anyone says anything about multiplayer, I could not care less about multiplayer (I never buy games for that reason alone).

Left 4 Dead. Valve needs to crawl into a corner and die. I'm just going to have to write me a review for this site then...