1. Zelda II: The Adventures of Link - Could get to the last palace, but then someone would turn off the nintendo without hitting reset. The only way i ever beat the game was to use a gamegenie to get to the boss before shadow link and then stop using the codes.
2. TMNT II: Played it for years and i never really got that far as i kept on getting run over by the tank in the overworld, or whatever.
3. Castelvania 1 & 2: Never could figure out what to do, the game itself wasn't too hard though.
4 . Adventuers of Lolo 1,2&3 - Incredibly hard puzzle games. I can beat most of them, but the final 10 or so levels are way to hard.
5. Maniac Mansion - Imposible to figure out what they really want you to do with the items. I always ran out of time.
Other than that I think i've beat every game i've played, and a handful of them are even on some of your lists.