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The problem with this thread is that the answer will always be some old game. As you didn't had ways to save (except expensive batteries on cartridges), games were designed to be short so you could finish them in a single session. Of course, they were hard and cryptic to avoid being finished in the same day you bought. Modern games will normally be blasted if they feature 6 hours campaigns (without multiplayer).

I remember the first game I played on my first console, Sonic for the Master System. In the beginning, it took some time, but the last time I turned the Master System on I just beat it in 40 minutes easily.