And don't forget 'disappointed with'!
This is a good question and even as a native speaker, I had to think about this before answering. I think 'disappointed with/in' mean the same: you are disappointed with/in something/somebody:
I am disappointed in you/with you!
I was disappointed in the movie/with the movie.
Whereas disappointed in/with are used to describe the STATE of being disappointed, 'disappointed by' has a slightly different meaning - but it's very subtle - suggesting the ACTION of being disappointed. Consider this, from a headline:
"Zola disappointed by West Ham exit"
I don't know if you're interested in football but here you have a single action at a single point in time - Gianfranco Zola's sacking by West Ham - causing Zola's disappointment. As I said though, the difference in meaning is often very subtle. As with 'in'/'with' you could say:
I was disappointed by the movie
and the meaning would be pretty much the same.
Hope that helps
Student or Learner