Reseani, I assume you want a slang expression. Am I right?
1) What a bummer. I missed the bus.
2) What a drag. I missed the bus.
3) What a downer. I missed the bus.
In colloquial English (I wouldn't call it slang):
4) What a pain. I missed the bus.
5) What a day! Nothing has gone right (today). I missed the bus.
1), 2), and 3) are slang expressions most likely to be heard and used among younger people. 4) and 5) are more universal and will be used by all age groups.
To be bummed out = to be disappointed, upset, angry (It bums me out to be able to find a job.)
To be down = to be sad, disappointed (She left for Chicago and I'm feeling down.)
To be a pain = to be a bother, inconvenience, problem (Your little brother is a real pain.)