Nethack, I have been playing it since I was around 15 years old and the furtherest I have ever got is 19 levels down (supposedly its 25 levels down and 25 back up) before an untimely death (it predates saves).
But then I am one of those muppets who kept trying to complete the original impossible mission, even though it was actually impossible due to that bug, so its possible I'm missing something minor (or just have a bad version, though i've had a few different versions and still die)
If we quietly ignore that (for being actually impossible) though I would say Nethack is the hardest game I have never completed, should probably mention I havent got past level 3 of bayo on climax difficulty either but Nethack is just mindbendingly annoying because sometimes you think you might have a chance, only to read the wrong scroll and combust, put on a cursed item you can never remove (and does something VERY nasty), or the game will find an even more inventive way to kill you (smiting by gods etc)
Just talking about it is frustrating me, still I have never let it go after all this time, one day maybe...
I don't consider myself hardcore (maybe masochistic to keep returning to it, though I only fire it up a few times a year now) but anyone who completes that definitely is in my book. Still have never met anyone who has beaten it to this day, online or otherwise.