I loved the Lord of the Rings films, but I did get cross with what they did with some of the characters.
Eowyn – They completely changed her character – she went from being a cold warrior to being a complete and utter wet blanket.
Faramir – the whole bloody point of the character was that he was the opposite of Boromir! Good natured, selfless, strong willed, yet seen as the lesser brother by their father.
Denethor – went from being a slightly more sympathetic character in the books to being just plain batshit crazy and a bit more plain villain in the film.
Not too bothered though, they did an amazing job with a book that's bloody hard to make a film out of!