I've had a few of them. They asked for "most disappointing" concert experiences instead of "worst" concert experiences, so I'm trying to limit it to artists I made a special effort to see, instead of sucky local bands I've seen in opening slots.
Here are five of disappointing concert experiences. Many of these are critical sacred cows, and the last one is by one of my favorite bands ever, but disappointment mostly comes from lofty expectations.
The Pixies at the SJSU Student Union in 1989 (Dolittle tour). I was looking forward to seeing them, but they were horrible..Imagine four people playing at the same time without a sense of rhythm, harmony, or unity. Apparently they were a phenomenal live band, so maybe I just caught them on a bad night. Bob Mould opened, with Chris Stamey on guitar and Anton Fier on drums, and blew the Pixies off the stage.
Sonic Youth. Pretty much every time I ever saw them, but two shows that stand out were opening for Neil Young at the Cow Palace in 1991, and opening for R.E.M. at Shoreline in 1995. At that show, they played a batch of songs from an upcoming, as yet unreleased album (Washing Machine) including that 20-minute "Diamond Sea" song, during which people threw stuff at the stage to urge them to stop playing. At the Cow Palace show, the Neil Young's fans started heckling them and giving them the finger, which made Thurston louder and angrier until everyone mellowed out from all the second-hand pot smoke in the air.
My Bloody Valentine at the Kennel Club in1991. This was right before Loveless came out. I was there to see the openers Yo La Tengo, in one of their first shows with James McNew. I made it through three songs of MBV before running to the exit screeching. I'm going to have to trade in the coolness points I earned for seeing My Bloody Valentine live, but they were a giant wall of loud cacophony, and it hurt my eardrums to listen to them.
Liz Phair at the Great American Music Hall in 1993 (Guyville tour). Another case where I liked the album a lot, and checked out the show even though the skinny was that she wasn't very good live. Liz was worse than "not very good"-- she couldn't sing and play guitar at the same time, had absolutely no stage presence, and only played for 40 minutes. I taped the show, and it didn't even fill one side of a 90 minute tape.
The final Loud Family show at Spaceland in LA (May 2000). This was the last LF show ever, playing middle-slot at Spaceland, and they didn't even get to do a full set. They were fine, but all the bad things that have happened in the last eight years (9/11, George Bush's "election", the Iraq War, George Bush's "re-election", Hurricane Katrina, the global financial crisis) can be traced back to this show. We're living in a backward century now because the Loud Family split up after this show at Spaceland, and it didn't have to be that way.