I agree that Zodiac let me down at the cinema, though after my first repeat viewing loved it and now rate it as Fincher' (almost) best, second only to Se7en.
I (like many others) felt let down by The Blair Witch when I saw it at the cinema but have since been scared out of my wits by it on many an occasion since.
I tend to find that if I go to see a film with a strong preconception of what its going to be then I am more likely to feel let down than if I see it with a fresh perspective.
There are still movies that I havnt enjoyed that I am sure i'll fall in love with on a second viewing that i am yet to return to. Brazil for one, and most recently Monsters.