I haven't walked out of anything (I don't go to the cinema that often), but like a few others the DVD player's been switched off once or twice:
Mama Mia, saw this at the Student's union with a few friends (it was free entry and there was supposed to be something good afterwards, though it was dull enough that I can't remember what). The only thing that saved my mind was a few pints of Brains from the bar. I had a similar experience with "what happens in Vegas," but the Union redeemed itself with the newer Hulk film straight afterwards.
Life Aquatic, advertised as a comedy, didn't laugh even once. Complete drivel.
Too many romcoms with rubbish/similar plots to name