I think the HK-47 droid is my most favorite NPC ever, and not only because of the Kalashnikov reference.
Anyway, things I dislike the most about games is when they brutally punch your expectations in the face. Stuff like Alys dying in Phantasy Star IV was very very sad, but justified as it drove a plot point forward, and gave you all the more reason to pulverize the boss bastard in a later fight.
CoD4 gave me the most disappointing moment - no matter what you do or how fast you complete the objectives, you die due to a nuke going off. If the rescue effort just seconds prior was a cutscene rather than a timed mission, it would have been more acceptable. But noOOO, it's GAME OVER if you die while rescuing the pilot or if the pilot is killed, and the fact that you're going to die regardless of your performance is really infuriating. Also, they just HAD to put in a snippet when you crawl out of the wrecked chopper and shamble around with the mushroom cloud in the background. You'd think if they gave you control at this point, you're going to be rescued. But you just drop dead after a dozen steps. Very funny. Good job subverting a few tropes, I guess, but it got me into a rather bad mood. I replayed that mission quite a few times to see if it was possible to survive, but no luck.
I'm also frequently infuriated by invisible walls and Insurmountable Waist High Fences. Especially if the former are placed in arbitrary places for no good reason other than to limit the player's ability to be creative about completing objectives. Or if the latter are used to block access to an actually useful or important area. I like Blade of Darkness in this regard, because even though there are arbitrarily inaccessible areas here and there, the game usually doesn't block you from going somewhere your character should physically be able to go. It even bases many secrets on such things.