Chale

Chale (Chah-leh) is an expression that denotes disappointment, melancholy, sorrow or regret. It can stand alone, or precede or follow the cause of such feeling. Chale is not offensive but most certainly revealing of the chilango-ness of the speaker. Different speakers stress different syllables (as in the video below). Both forms are equally acceptable, as long as they are truly heartfelt.

You might hear oldschool folks using the expression charros (the Mexican cowboys from whom mariachi bands stole their look). It is in essence equivalent to chale. Unless you're a fan of vintage expressions, stick to chale.