Assassin's Creed 4 - The tailing/eavesdrop missions actually make me swear out loud. The underwater shark, jelly fish, and sea urchin infested missions are a pain in the ass too. I mean really? Kenway can't bring a fuckin knife down there or anything?
Killzone: Shadow Fall - The whole singleplayer is frustrating, but the most frustrating is the last last mission (SPOILERS) : The last mission with the Helghan half breed chick is pretty much all stealth for a game that does stealth terribly. It took me over fifteen tries to finally get through a pointless mission that could've just been done as a final cutscene. Fuck Shadow Fall.
Gran Turismo 6 - From the ram happy AI assholes that take you completely out of the races on the last lap, to the fact that the AI can sometimes eat it in the grass and just bounce right back like nothing ever happened.
Xenogears - The platforming sections where random battles can occur right when you hit the jump button.