Devil May Cry 3 was a real bitch. I died five times in level two, and probably more than a hundred times in the three following levels. From there the game suddenly 'clicked' because the countless bosses had forced you to master all combo's, and it became a little less hard. Still I'd often die in random places though.
Final Fantasy XII is hard in an unfunny way. The battles are so damn automatic that once you've used your quickenings, all you can do is attack and heal, and if your level is too low (always the case) you'll never win. I'm currently stuck at a boss which I can never beat at my current level, but I don't really feel like grinding.
And how could I forget Viewtiful Joe 2. Man, that's just unfair!
Other mentions: God of War and Resident Evil 4 on the highest level, Zack & Wiki and No More Heroes.
I drink your milkshake.
