首先都是表示失望 (someone/ something is not as good as you expeted).
1.One very relevant quote from the M-W Dictionary of English Usage:
"When disappointed is used with a preposition in contemporary writing,it may take any one of several prepositions:about,at,by,in,over or with.At one time,disappointed of was common,but during the 20th century,disappointed in has become the most prevalent usage."
2.
This is an abstract from Longman Contemporary Dictionary and I think it's clear enough:
Disappointed:
unhappy because something you hoped for did not happen,or because someone or something was not as good as you expected:
E.g:Dad seemed more disappointed than angry.disappointed customers
Disappointed at/with/about
E.g:Local residents were disappointed with the decision.
disappointed (that)
E.g:I was disappointed that we played so well yet still lost.
disappointed in
E.g:I’m very disappointed in you.
disappointed to hear/see/find etc
E.g:Visitors were disappointed to find the museum closed.