Stupid games that lack the ability to have a map when the game is clearly frustrating without one. This applies mostly to RPG's
I also agree that the sniper mission in COD4 was a pain.
Games where you can have only one game playthrough save at a time. For example, Dead Rising; eventhough, I loved that game.
SCREWED UP CAMERA ANGLES WHICH BASICALLY RENDER SOME GAMES PRACTICALLY NOT ENJOYABLE.
Usles AI in military games like GRAW who run into the open and get killed during a fire fight.
PLAYSTATON NETWORK: BLOODLINEZ