I've not seen all of Berserk, and have no intention of watching it. About 6 or 7 episodes in, I realized that nothing good could happen. So, I stopped watching. I just liked the characters too much.
I just started watching Chrno Crusade ... and, now I'm feeling distressed that another "bad" ending is heading my way. Sigh.
For sad and disappointing, both Cowboy Bebop and Weiss Gluhen get my vote.
For just disappointing, I'm going to have to go out on a huge limb and say Evangelion. I loved that show, but was hugely disappointed in the ending.

(<--- runs away from evangelion fans)