Bob Sponge for PS2 (last level) was incredibly hard for a children game. I just said "fuck it" and never played again.

3D dot game heroes. I lost interest when it started repeating all the old bosses but made more difficult. I would have to backtrack to get a better sword to get through the final dungeon, not worth the time.

Pixeljunk shooter 2. I had to find more gems to unlock the last level. Not fun since you can't backtrack in the levels that were left with gems and you only get 1 shot while getting chased by something. I haven't picked it back up since then.

Need for speed: Shift 2. The input lag made the came frustratingly hard with the super cars. Not fun anymore, so stopped playing.

Ninja Gaiden. Fuck that.

There are definitely some paths in Castlevania III that are harder than others (I've found Sypha is the easiest to win with).  My two banes from the NES era were Teenage Mutant Ninja Turtles (the first one, before the series became all beat-em-ups) and Blaster Master.  In both cases the last levels were just too much, I couldn't even get to the boss.  Thinking back, I must not have had any Game Genie codes to give me an edge back then.

I can definitely understand this sentiment. But there have been very difficult that I've played that required a lot of time and effot to complete, but I just can't stand when things are made almost impossible.

I'm rly ashamed to say it but I never beated the final boss of Paper Mario: the thousand year door. That boss was so hard for me that I decided to take a break from it. I think I also received a new game that toke all of my attention. When I decided to go back into the game, I forgot how to play so now It would be impossible for me to beat it unless I start all over again in order to relearn all the strats and the mechanics.

Also I remember what totaly discouraged me, the boss had 2phases, and once phase 2 starts we receive all our hp back. But I did'nt know that! So phase 1 was already tough and I was near death, I used a golden mushroom (to receive all health), one turn later I entered phase 2 and received again all my hp back. So I totaly wasted my golden mushroom and I died in phase 2, that's what totaly pissed me off and I decided to take a break.

Wow man you too. I played and finished all 3 MW games on veteran. It's not so much difficult as it is just being patient and staying under cover to pick the correct time to shoot or move on. But WaW and BO just had unreasonable difficulty on veteran. WaW in particular where with every step there are 10 grenades at your feet. Not to mention the unlimited enemy spawns.

I'll stick at it if it's challenging and still fun, like Resident Evil 4 on Pro difficulty, Monster Hunter Tri, or Sin & Punishment Star Successor, but yeah, getting my arse handed to me over and over again no matter how hard I try is a turnoff. 

Shinobi 3DS. I lack platforming skills.

F-Zero GX. At first I thought that game was hard (and it was).

But it would have to be Star Wars Rogue Squadron Rogue Leader. I forgot which mission it was but it was an aviary one at that. Still can't beat it.