I was able to beat Gradius III for SNES (no higher than normal mode, of course). Awesome game. Graphics were great then.

There's one other side scroller shooter that I can't even pass stage 5 on easy mode. (Prolly about 1/4 of the game) 

Faxanadu for NES was tough, too. Never got to finish it.

Destiny of Warriors (NES). I finish FF1 but couldn't beat this game. I think I rented and re-rent this many time since I couldn't find it in stores.

I also had trouble with many of the old games people have mentioned in this thread. One newer ones I just couldn't beat was Viewtiful Joe. I played until the lovely "fight all the bosses so far AGAIN one after another" level, but couldn't get past it. I then played something that was more fun for a while, and had forgotten how to play the game by the time I got back to it. Going to swallow my pride and try the easier difficulty level if I ever play it again.. =/

Sonic the Hedgehog 1- everything after green hill was s**t hard

NES games were defiantly the toughest. Id like to see the so called hardcore gamer who moans about the wii having no traditional games complete simons quest or TMNT. Games these days tend to have difficulty levels to prolong the longevity of the game, e.g Halo (great game tho).

Anyway my list is:
1. Adventures of link
Got up to the last dungeon, i just cant do it. I almost always run out of lives before i can even get to the temple and on the odd occasion i do im on my last legs and die very quickly.

2. Probotector (Contra)
up, up, down, down, left, right, left, right b, a, start. nuff said.

3. Castlevania
This game brought tears to my eyes as a child. Recently i've got further than i ever have before thanks to the wii's VC saving your progress. Im on stage 15.

4. Simons Quest
The angry video game nerd's review of this sums it up.

5. TMNT
Again the angry video game nerd got it spot on.

6. Wreckin' Crew
Great game imo but one i never fully completed.

7. Rollergames
Very difficult scrolling beat em up.

8. Rush n' Attack
What is it with Konami games on the NES?

9. Double Dragon
I played the sequel before this one and just found it so much more difficult. Unlocking the moves was a cool idea but i found it to frustrating. Probably one that wasn't so much difficult as tedious, for me anyway.

10. Shadow Warriors (Ninja Gaiden)
Got to the last boss, died, smashed pad.

11. Gun.Smoke
Love this game, got to the last level on numerous occasions but never completed.

12 & 13. Bart VS The Space Mutants / VS The World.
In retrospect these games were quite poor but like most others im a huge simpsons fan. Controls were awful compared to mario etc.

14. Batman
Awesome gfx for the NES, very dark and gritty and bloody hard with it.

15. R.C Pro AM
Very touch racer, one of Rare's better game imo. I got up to one level were the computer opponents just whizz round faster than you can go, it was impossible. Anyone else get that far?

Thats it, theres plenty of tough games that i did manage to complete like Gradius and Punch-Out but these 15 are the ones that beat me. BTW did anyone else find Macho Man tougher than iron mike/mr dream in Punch Out?

The NES owns all consoles when it comes to difficult games, ive never struggled as much with games since. I tough it was the fact that is was to do with my age but going back to these games proved that theory wrong.

WOW a buttload of games that pissed me off..but more importantly those Sonic games on the Gensis pissed me the hell off!!!

Lol i agree takashiii sonic 1 was well hard... other tough games... Metroid NES, but zero mission was easy on da advance...

That game on the NES with the dominos pizza guy, that game was was balls hard. And the surfing game with the monkey or something like that it was like 10 years since i played those at the least so I can't remember the name and I'm too lazy to look them up.

the only game i really try to beat and I could not is maniac mansion, i've even finish games like battletoads, silver surfer, all the castlevanias and ninja gaidens but for some reason i cannot finish this game.

Hardest game would have to be Final Fantasy VIII, but I did beat it.

i could not beat Devil May Cry 3, even on the easy difficulty setting. am i alone thinking that game was insanely hard?