Only a few, generally I'll keep bashing my head into the wall until the wall breaks.
There are many I haven't 100%'ed due to the time/difficulty required, but I figure that's a different question.
The only ones that come to mind are:
Dark Souls: spent an hour or so in the early level and did not enjoy my time. Not sure if it counts as I mainly want to beat it due to the status associated rather than a love of the gameplay. I will probably pick it back up eventually, but given how big my backlog is I couldn't justify continuing to play when I wasn't enjoying the experience.
Legend of Zelda (NES): that final damn dungeon and Ganondorf. I died many times and ragequit. Despite promising to myself to come back once I'd cooled off, I've yet to boot that thing back up and give it another go.
Legend of Zelda - Oracle of Ages: Maybe I wasn't paying sufficient attention, but I got completely lost playing this and after a couple dungeons had no idea where to go. I was too stubborn to look for a walkthrough online so it sits uncompleted.