NES is the king of Hard games on consoles:
Battletoads - The game is really about memorization in some levels, and some mad skillz in others, the thing is, it all combines in a phreaking hard game, so hard that i'm the only one in my neighborhood to ever finishing it without a game genie, i remember so much pain in my thumbs, all lives and continues gone, only 1 left with the last boss, somehow i managed to beat her, and got to see THE ENDING THAT NO ONE DESERVES, and i really mean it, if you see it in youtube you will say "this is not bad, it's a typical NES ending", now play the game and tell me if that ending was good enough for that really hard game...
BTW, the REALLY FUCKED UP CO-OP MODE, if the single player was hard, you don't want to know about the 2 player co-op...
Ghosts & Goblins - My favorite company Capcom did a really phreaking hard game, really bad controls (especially the jumps), the epic armor that vanished after guess what: 1 HIT, if you pick the fire weapon, you might be dead as well, and if you're turned into a frog, bad news for you, all of that to face enemies that move really weird and in random directions, and guess what??? if you manage to pass all the levels, you return to the 1st one to do it again... and the ending, if the Battletoads one was not good enough, this one is just pure shite...
Metroid - I know what you're thinking, Metroid is not that hard, and you know what, it's not, i finished it without a sweat, but the difficulty is not in the game, is in HOW FAST CAN YOU DO IT so you can see for the 1st time SAMUS IN A BIKINI, back then i didn't knew, i finished it and i saw Samus waving, i was pissed off until a friend said to me "finish it faster", when i got to see that Samus was really a woman, that was really great, but it's really hard to finish the game in an hour or less (BIKINI SAMUS)...







