Auger
Cosmic rays tickle our imagination because of the huge energies involved: the most energetic 
beasts reach the stunning energies of order $10^{8}$ TeV in the Earth rest frame. (this translates to hundreds of TeV in the center of mass frame of the collision, still much more than what we can achieve in present colliders). Some earlier experiments suggested that some of these cosmic rays are TOO energetic. Above the energy threshold known as the GZK cutoff a cosmic particle should quickly lose its energy due to interactions with the cosmic microwave background. Observation of cosmic ray events above the GZK cutoff would defy the foundations of physics, maybe pointing to modifications of such fundamental symmetries as the Lorentz symmetry. Auger killed these reveries. The cosmic ray spectrum displays the superboring GZK cutoff at $5x10^{7}$ TeV, more or less where it should be. What a disappointment.
SNO
Neutrinos are the only subfield of particle physics that enjoyed experimental progress in the last decade. Of course, the really groundbreaking discovery of atmospheric neutrino oscillations falls into the previous decade. The SNO experiment only swiped the floor in the early noughties, by obtaining a solid proof that the solar neutrinos also oscillate. They demonstrated that the total number of neutrinos arriving from the Sun is more or less what we expect from our solar models, but that some of the neutrinos change the identity from electron to muon ones.
PAMELA
The true legacy of this experiment is still unclear at the moment of writing. One certain thing is 
that it turned out very influential, pushing particle theorists in a new direction. PAMELA has made precise measurements of cosmic ray protons, electrons, and their antiparticles, at energies extending to hundreds of GeV. The experiment reached the celebrity status after announcing that the positron spectrum displays a completely different shape than that predicted by standard models of our galaxy. Dark matter particles floating in our galaxy and annihilating into light SM particles provide one tantalizing explanation of that discrepancy. But huge astrophysical uncertainties involved in theoretical predictions make any strong conclusions impossible. It might be that in the future PAMELA will be promoted to the first harbinger of new physics. But more likely, downgraded to yet another false lead.
BaBar
Generally, flavor physics is best suited for botanists. Yet new physics hunters cannot afford the comfort of ignoring it. Because of approximate symmetries of the SM that suppress certain transitions between the generations of quarks, flavor physics is very sensitive to contributions from new hypothetical heavy particles. BaBar and its twin sister Belle produced kilograms of upsilon mesons (the ones made of a b-quark and a b-antiquark), which allowed them to precisely measure their properties. The results showed no major deviations from the predictions of the standard model, apart from a few glitches here and there that, maliciously, occur in observables under poor theoretical control. These results provide a strong hint that, apart from the Higgs boson, there is no new particles in the near energy reach. Scaring.
CDMS
Everybody hates them now: theorists for playing such a cruel game on them, while other 
experimentalists for getting too much attention. Yet they have been the leader in the field of dark matter direct detection for most of the decade. Depressingly, their leadership consisted in setting more and more stringent limits on the dark matter-nucleon cross section. One solid fact that has been established is that the dark matter particle is not a WIMP in its simplest form. That is to say, it cannot be a weak scale particle interacting via Z boson exchange with the weak coupling strength. But many other options are still wide open, so the hunt continues.
Tevatron Run-2
Great expectations, beautiful performance, gazillion events, hundreds of clever physicists devising clever tricks to extract tiny signals from the data. And nothing that would raise an eyebrow. Precise measurement of the W mass, or discovering omega bee baryons, is not the kind of story our grandchildren will want to listen. But the most depressing must be the that thousands of Higgs bosons have probably been produced at the Tevatron, maybe hundreds have been written on tape, but we just could not see it in all this hadronic mess. After LEP and B-factories, the Tevatron gave us yet another hint that the physics of electroweak symmetry breaking might be less rich than we hoped for.
WMAP
For more than 7 years WMAP has been making precise measurements of the anisotropies in the Cosmic Microwave Background. The only surprise was that our shaky theoretical models describe the data so well. The experiment turned cosmology into precision physics, bringing it dangerously close to Lord 
Kelvin's nightmare. But there is a glimmer of hope. WMAP's greatest achievement is a precise determination of the amount of various forms of matter in the universe. In particular, it solidly established that dark matter does exist. Which is the most tangible proof we have that the current standard model of particle physics is not the whole story. Maybe this decade we'll find out what's beyond.
