How do you deal with disappointments?

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From time to time we are faced with disappointments,these are almost as sure as death and taxes.Some are major disappointments while others are minor .All disappointments impact on our lives in some way.The level of disappointment depends primarily on our expectations and not necessarily on the magnitude of disappointment.To explain this point I wil use an example, you may feel more disappointment from breaking up with your girfriend than loosing a millions dollars on the stock market (you are a billionaire )because you believed with all your heart that she was the only one for you .Since disappointment are a certainty ,the key is therefore how do you deal with them ,do you quickly forget them and move on or do you spend time beating up yourself over them. Some people have the kind of persona that allows them to quickly put their disappointments in perspective and move on.They assess where they went wrong , how they could have done better and make a vow to never let that happen to them again.This is I believe the best approach as it doesnt stagnate your life for long periods (while you are conducting a post mortem of your mistake )and is less burdensome. There are some people however who are compulsive worriers .They spend their time reviewing the situation in their minds for days even weeks thinking why didnt I do this ? ,why didnt i do that ?,if only I had known this ? and to no avail except to stress themeselves more.These persons are like to be stressed out and suffer mental problems especially if the disappointment is on a major scale.They are often too persons with huge expectaions and supreme beliefs in their abilities and most often than not their expectations are not grounded in realities.They come up with grand schemes that are often impossible to actualise and when they crash they are left in a tailspin. How do you deal with disappointments ?