The Collaborative International Dictionary of English v.0.48:

Unhappy \Un*hap"py\, a.
   1. Not happy or fortunate; unfortunate; unlucky; as, affairs
      have taken an unhappy turn.
      [1913 Webster]

   2. In a degree miserable or wretched; not happy; sad;
      sorrowful; as, children render their parents unhappy by
      misconduct.
      [1913 Webster]

   3. Marked by infelicity; evil; calamitous; as, an unhappy
      day. "The unhappy morn." --Milton.
      [1913 Webster]

   4. Mischievous; wanton; wicked. [Obs.] --Shak.
      [1913 Webster] -- Un*hap"pi*ly, adv. --
      Un*hap"pi*ness, n.
      [1913 Webster]

WordNet (r) 3.0 (2006):

unhappy
    adj 1: experiencing or marked by or causing sadness or sorrow or
           discontent; "unhappy over her departure"; "unhappy with
           her raise"; "after the argument they lapsed into an
           unhappy silence"; "had an unhappy time at school"; "the
           unhappy (or sad) news"; "he looks so sad" [ant: happy]
    2: generalized feeling of distress [syn: dysphoric,
       distressed, unhappy] [ant: euphoric]
    3: causing discomfort; "the unhappy truth"
    4: marked by or producing unhappiness; "infelicitous
       circumstances"; "unhappy caravans, straggling afoot through
       swamps and canebrakes"- American Guide Series [syn:
       infelicitous, unhappy]

Moby Thesaurus II by Grady Ward, 1.0:

215 Moby Thesaurus words for "unhappy":
   Sad, against, anguished, anxious, awkward, bad, badly off, beefing,
   bellyaching, bitching, black, bleak, blue, bored, bumbling,
   cheerless, clumsy, complaining, complaintful, con, crabbing,
   crabby, cranky, crestfallen, croaking, cursed, dejected,
   depressant, depressed, despondent, dire, disagreeable,
   disappointed, disapprobatory, disapproving, disastrous,
   disconsolate, discontented, disenchanted, disgruntled, disgusted,
   disillusioned, dismal, dispirited, dispiriting, displeased,
   displeasing, dissatisfied, dissenting, distressed, donsie, doomful,
   down, downcast, downhearted, dreary, envious, evil-starred, fatal,
   faultfinding, forlorn, fortuneless, funest, futile, gauche, gloomy,
   glum, graceless, grim, griping, grouchy, grousing, growling,
   grumbling, halting, hapless, heavy-handed, heavyhearted, humorless,
   ill off, ill-advised, ill-chosen, ill-considered, ill-fated,
   ill-omened, ill-seasoned, ill-starred, ill-suited, ill-timed,
   impolitic, improper, in adverse circumstances, in bad humor,
   inadvisable, inappropriate, inapt, inauspicious, incongruous,
   inconvenient, indignant, inept, inexpedient, infelicitous,
   infestive, inopportune, intempestive, intrusive, irrelevant,
   joyless, lachrymose, late, long-faced, low, low-spirited, luckless,
   mal a propos, maladroit, malapropos, malcontent, malcontented,
   melancholy, mirthless, miserable, mistimed, murmuring, muttering,
   nauseated, nauseous, off base, ominous, opposed, opposing,
   oppressive, out of humor, out of line, out of luck, out of phase,
   out of place, out of sorts, out of time, peevish, petulant,
   planet-struck, pleasureless, poor, premature, prey to malaise,
   querulant, querulous, rebellious, repelled, resentful, restive,
   restless, revolted, rotten, sad, saddened, short of luck, sickened,
   sorrowful, sorry, sorryish, sour, star-crossed, suffering angst,
   sulky, tearful, too late, too soon, turned-off, unaccepting,
   unaccommodating, unappreciative, unapproving, unbefitting,
   unblessed, uncheerful, uncheery, uncomplimentary, underprivileged,
   undesirable, uneasy, unfavorable, unfit, unfitting, unfortunate,
   unfulfilled, ungratified, unhandy, unjoyful, unlucky, unmeet,
   unmirthful, unpleasant, unprofitable, unpropitious, unprosperous,
   unprovidential, unquiet, unready, unripe, unsatisfied,
   unseasonable, unseemly, unsmiling, unsuitable, unsuited, untimely,
   untoward, unwise, whiny, wooden, wretched, wrong