that’s too bad!

残念(ざんねん)	more informal. “That’s too bad.” – say this when someone didn’t enjoy a movie they went to, or couldn’t come to your party. $$$

遺憾(いかん)	Kind of formal – something is regrettable -some big thing – North Koreans kidnapping people, the fingers you lost in a factory accident.

悔しい(くやしい)	Say this when you lost a big game or got dumped.