Formal:
* Quel dommage! (This is the most common and versatile phrase.)
* C'est dommage. (This is a slightly less formal option.)
* C'est vraiment dommage. (This adds emphasis to the pity.)
Informal:
* Dommage! (A shorter, more informal version of "Quel dommage!")
* Quel pincement au cœur! (This literally means "what a pinch to the heart" and expresses a deeper sense of regret.)
* Zut alors! (This is an informal exclamation expressing annoyance or disappointment.)
Other options:
* C'est bien dommage. (This is a stronger version of "C'est dommage.")
* Il est regrettable que... (This is a more formal way to express regret about a specific situation.)
The best way to choose the appropriate phrase depends on the situation and your relationship with the person you are speaking to.