Police Quest SWAT. The FMV one.
Basically just dying over and over and trying to get a little bit further next time while repeating the preceding steps, occasionally finding out the thread leads to nowhere, and often having no clue how well you actually did.
SWAT 2 is close. SWAT 3 and 4 are fantastic.
I also played the original Police Quest. Hard as hell, especially early on, but not as frustrating.
And now I've rambled off topic...