The Collaborative International Dictionary of English v.0.48:

Unlucky \Un*luck"y\, a.
   1. Not lucky; not successful; unfortunate; ill-fated;
      unhappy; as, an unlucky man; an unlucky adventure; an
      unlucky throw of dice; an unlucky game.
      [1913 Webster]

   Note: This word is properly applied to incidents in which
         failure results from chance or fortuity, as in games of
         hazard, rather than from lack or feebleness of effort.
         [1913 Webster]

   2. Bringing bad luck; ill-omened; inauspicious.
      [1913 Webster]

            Haunt me not with that unlucky face.  --Dryden.
      [1913 Webster]

   3. Mischievous; as, an unlucky wag. [Colloq.]
      [1913 Webster]

WordNet (r) 3.0 (2006):

unlucky
    adj 1: having or bringing misfortune; "Friday the 13th is an
           unlucky date" [syn: unlucky, luckless] [ant: lucky]
    2: marked by or promising bad fortune; "their business venture
       was doomed from the start"; "an ill-fated business venture";
       "an ill-starred romance"; "the unlucky prisoner was again put
       in irons"- W.H.Prescott [syn: doomed, ill-fated, ill-
       omened, ill-starred, unlucky]

Moby Thesaurus II by Grady Ward, 1.0:

94 Moby Thesaurus words for "unlucky":
   apocalyptic, bad, badly off, baleful, baneful, black, bodeful,
   boding, calamitous, cataclysmic, catastrophic, dark, depressed,
   dire, direful, disastrous, donsie, doomful, dreary, evil,
   evil-starred, fatal, fateful, foreboding, fortuneless, funest,
   gloomy, hapless, ill, ill off, ill-boding, ill-considered,
   ill-fated, ill-omened, ill-seasoned, ill-starred, ill-timed,
   improper, in adverse circumstances, inappropriate, inauspicious,
   inconvenient, inexpedient, infelicitous, inopportune, intempestive,
   intrusive, irrelevant, late, lowering, luckless, mal a propos,
   malapropos, menacing, mistimed, of evil portent, off base, ominous,
   out of line, out of luck, out of phase, out of time, planet-struck,
   portending, portentous, premature, sad, short of luck, sinister,
   somber, star-crossed, threatening, too late, too soon, unbefitting,
   unblessed, underprivileged, unfavorable, unfit, unfitting,
   unfortunate, unhandy, unhappy, unpromising, unpropitious,
   unprosperous, unprovidential, unready, unripe, unseasonable,
   unsuitable, untimely, untoward, wrong