Lol, name your favorite NES game. There's 'challenging', then there's 'hard', lastly there's 'NES hard.
The hardest game I actually beat was Zelda II. On my NES of course, so no whimping out by using savestates or looking up hints. Not without my fair share of dying; according to the file selection screen I've had Game Over more than 120 times. And you get at least three lives per turn...