Eh, I'll bite.
Square-Enix
What just happened to Final Fantasy? I might be a bit old fashioned, but I miss the rag-tag bunch of heroes on a steampunk/fantasy setting going out to slay evil, crystals optional, games. FF4DS was awesome, so we know they still got it, but... Can we get a console game like this again anytime soon? The FFXIV trailer response should have been a clue. Chocobo knights, sprawling landscapes, classic looking heroes. All "Ooh!"s and "Ahh!"s. Then "Online" appeared and a collective "Awww..." was heard. Also, Kingdom Hearts. Can we have a 3 please? And a sane story, perhaps?
Lucasarts
Consider the lightsaber. It's one of the coolest sci-fi props ever. It's shaped roughly as a flashlight and it makes a hum when moved around. Now consider the Wii Remote. It is shaped roughly as a flashlight, it responds to movement, and it has a built in speaker, so it could hum when being moved around. Can you see the connection I'm hinting at? If you can, congratulations! You're smarter than Lucasarts! If there was ONE game I was dead-sure would be made, it was the Wii Lightsaber game. Still waiting on that.
Sony
Losing your password database to hackers is bad. Honestly, I'm content with their game efforts, but the PSN hack and following month of downtime? That's disappointing.
There are others, but really, most of them are just smaller complaints, not really disappointments. Maybe because I didn't expect much in the first place. Sonic is improving, Capcom is Capcom, EA is evil again. Activision, too. Microsoft is doing their... whatever it is they are doing. Nintendo are doing fine with a few grievances, but nothing major. Bioware? Apart from that ending, they've been doing alright. Was never really a big fan, though. And Duke Nukem Forever, of course, but how could that ever live up to its own legend?