that's the way the cookie crumbles

That's the way the cookie crumbles. AND That's the way the ball bounces. (=that's life, there is nothing you can do about something) -- так обстоят дела, такие-то дела; (вот) такие дела; такова жизнь, таковы дела; ничего не поделать; ничего не поделаешь

said when something slightly unlucky has happened

Also
[if it's not one thing, it's another]
[that's the story of my life]
(that’s / it’s) always the 'way
it's the way it plays
Typical!
[беда не приходит одна]