Sonic the Hedgehog 1 & 2...
beaten Robotnik many times but I've never done it having collected all the emeralds, so technically I haven't beaten the game. First it's frustrating to make it to the end of a stage with 50+ rings (or to a checkpoint in sonic 2) without losing them all at some point. Then that bonus game is frustrating as hell, especially in sonic 2 (stupid tails).
Super Star Wars and the Contra series get nods too in the difficult category.









