I have to admit I haven't experienced any real stinkers since I'm pretty cautious about what I buy, usually buying about a year back.
My nomination would have to be Thief's engine. I remember setting the resolution down to 640*480 becuase it was choppy the dumb engine however didn't care and remained choppy in fact their was no noticeable performance difference. Personally I think that's what made the game hard was the crappy engine. But maybe my experience was unique?
Deus Ex gets honorable mention. The Unreal engine is excellent but Deus Ex had sorting issues in large areas on GeForce cards. Basically when ever you entered a large open area (Statue of Liberty, Sub Pens) the game would start to choke. It's no big deal that it launched with this problem, but I'm amazed that it was never fixed considering that GeForces are popular cards.
Any horror stories? (I'm thinking this topic will sink like a rock tho
)