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Phantasy Star 2 is really tough. Dragon Quest 4, is pretty tough. For jRPGs that's the hardest it ever got for me. Action games, hmm... the first Ninja Turtles was tough for its time, but I managed to beat it a lot easier just a few years ago. The same goes for Blaster Master. Both pretty tough games, though. Double Dragon 3 was tough. Basically any old action game without adjustable difficulty and limited continues was a challenge.