The Prestige
It was good, but I'd heard so many people talk about how good it was that I couldn't help but be let down by the ending.
It also seemed a bit of a swizz that the whole thing, being a film about magic, then relied on something so manifestly not magic.
Or, looking at it the other way, the explanation of the magic trick was true magic, which is a bit of a deus ex machina really.