I don't agree that Cannae and Carrhae were simply "bumps in the road". What made the loss of Varus' legions so [potentially] disastrous was that those 3 legions were the defenders between the Germanians and the civilians in the Roman empire. The loss of those legions would not have been as bad if it had happened 40 years earlier, before Augustus reduced the number of legions in the empire to less than half of what it was after Actium. As it stood in 9 AD, the Germanians could easily have walked quite far down south if they had had that desire. It's usually stated that the road to Rome lay free, but that's assuming the Romans wouldn't have mobilized other legions, so it's a bit misinformative.

The loss at Carrhae was arguable less bad than both Cannae and the Teotoburger forest, but it was hardly negligable. Before Caesar was killed he planned a revenge campaign against the Partians for that loss, but it was never executed because of the civil war that followed Caesar's assassination. What that means to us is that it took almost two additional generations for Rome to gain control^1 over the Levant.

So comes Cannae. The Second Punic war was extremely costly for Rome, especially during the first few years. Keep in mind that Cannae was just the end event of a series of battles. The Romans actually lost full legions a few times from the battle of Trebia and down through the Italic peninsula before they finally gathered a massive force (estimated to have been around 70.000 men) to beat down Hannibal completely. At this time (216 BCE) the city of Rome had roughly 250.000 inhabitants, but the army gathered was of course not just Romans, but also allies from various cities on the peninsula.

As I'm sure you're aware, the Romans lost the battle and it was a truly crushing defeat. Even discounting the 10-15.000 soldiers that followed Varro away from the battle, the Romans lost roughly 50.000 soldiers in that one day. If you count in percentages (not really academic, but gives a clearer picture of just how bad that was), that's arguably the worst single day in European history, and without doubt in ancient times.

What followed the battle was a complete turn-around in Roman tactics. However, not to be dismissed is that Hannibal actually marched on Rome after Cannae and besieged it,^2 but realised that his army was too beaten to actually launch an attack on the city with the population ready to defend at all costs inside the gates. Anyway, after Cannae the Romans avoided a direct confrontation with Hannibal at all costs for over a decade and it would take generations for the male population on the Italic peninsula to recover from the disaster.

These events all happened at different times in Roman history (216 BCE, 53 BCE and 9 AD) so we can't really say that one event was worse than another, but knowing a bit more about these events might help you construe an opinion for yourself.

[1] The Levant was never really under full Roman control, the area was plagued by revolutions and border wars for centuries.

[2] /u/edXcitizen87539319 informed me that this isn't commonly accepted, which I wasn't aware of, so I scratched that part.