What are the reasons behind Hamlet's disappointment in Hamlet?

Hamlet is disappointed because his uncle killed his father and married his mother.

I guess you could say that Hamlet’s life did not turn out the way he had planned.  His biggest disappointment was probably his mother.  Although he was definitely not the biggest fan of his father’s brother, the man who murdered his father, Hamlet was extremely disappointed in his mother. She married the man who murdered her husband.

That it should come to this!
But two months dead: nay, not so much, not two:
So excellent a king; that was, to this,
Hyperion to a satyr; so loving to my mother
That he might not beteem the winds of heaven
Visit her face too roughly. Heaven and earth!
…Frailty, thy name is woman!—(Act 1, Scene 2)

In some ways it makes sense that Hamlet would be more disappointed in his mother.  As far as he was concerned his uncle was a murderous fiend, but his mother mortally betrayed him.  The fact that she married Claudius, and did it so soon, really bothered him.  

Hamlet’s reaction to his uncle is also complicated.  Disappointed does not begin to cover it.  Hamlet has been tasked by his father’s ghost with killing Claudius to get revenge on him for the murder.  Hamlet accidentally kills Polonius instead, which makes him disappointed in himself.  Not only did he kill someone who didn’t deserve it, he failed to kill the person who did.

Claudius figures out Hamlet is suspicious, despite the fact that he is playing crazy, and tries to kill Hamlet too by writing a letter to give to his school friends Rosencrantz and Guildenstern.  I would say Hamlet is disappointed in them too, since they turned on him and tried to kill him.  He turns the tables, getting them killed instead.

The sight is dismal;
And our affairs from England come too late:
The ears are senseless that should give us hearing,
To tell him his commandment is fulfill'd,
That Rosencrantz and Guildenstern are dead … (Act 5, Scene 2)

It’s pretty sad all around. By the end of the play, nothing has gone well for Hamlet.  His crazy act resulted in Ophelia’s death, by “accident” (or suicide).  Hamlet has no right to be disappointed in Ophelia, since she did nothing but treat him right, but he should have been disappointed in her death.  After all, it was his fault.  He treated her badly, and pushed her beyond the limits.