Which level are you stuck on?  If it's 9-6 (the one I had trouble with), take Baby as your character and hop down the really steep drop close to the end. 

I'm not sure if you want to get to World 10 though.  World 10-6 is 100 times harder than any level in the game.  You have to try it to understand exactly what I mean.

IF 10-6 is harder...why did you say 10-5?

I'll give it a go, thanks!

I meant 10-5.  Typo.

I am not a perfect being.  I'll let a few others at this site be one of those. 

Yiazmet from FFXII, such a boss brings back contrasting memories of despair and overwelming joy upon it's defeat.

The entire of Ninja Gaiden on the NES comes to mind as well

Ok, I feel stupid saying this, but it was in Starcraft 2 in the arcade game.  I really really really wanted to get an insanely high score in the game, so every night, I'd play it a couple of times and really have no real successes, and be left with a super sore wrist due to pushing the shoot button as fast as I could throughout the whole thing.  Finally, after a week or so, and easily over 100, if not 200 attempts of no luck, I got to level 20 (give or take 1...I can't seem to remember).  My final score was like 1,1XX,XXX.

Despite pausing once (for about 5 minutes) in order to save my poor poor wrist, I thought it was going to fall off after pushing space for over 2 hours.

While getting to the level itself wasn't too terribly hard, as it is just the same 3 levels over and over, getting slightly harder each time, dealing with my wrist feeling extreme pain for as long as I did was brutal to me.  I just felt like giving up and dying so many times so I could just stop destroying my wrist, but I wanted 1 million soooooo badly.

Even more brutal was when afterwards, I discovered there is absolutely nowhere you can look that says what your high score in the game was, only a trophy for reaching a couple of scores...what kind of arcade game doesn't show you your high score!!!!!!!!

Aladdin for the SNES the Lava stage where you have to carpet ride through a really narrow passage way with lava chasing you.  It's a classic 2d gaming moment with sinmple up, down, right, and left controls that is just intense in a hardcore way.  Perfect example of how gaming can be mad simple and yet mad hard.  Very old school Mega Man-ish in that way.

The Original Mortal Kombat for SNES where you have to chop blocks of wood and metal by button mashing on A B at the same time.  Freakin insane especially if you are with a friend taking turns.

I can't think of to many modern examples because gaming has just gotten mad easy.  I'll give a shout out to Smash Bros. Melee Event match 51 with Giga Bowser and Company.