Ninja Gaiden Sigma. I haven't played any of the souls games.

Kirby's epic yarn.

Super Ghouls n' Ghosts on the SNES. Ghouls 'n Ghosts on the Sega Genesis/Mega Drive was pretty had also but at least there was a invincibility cheat for that one.

Rastan on the C64, because you actually cant complete it without an action replay cart.

I grew up in the 8 bit era. There were so many hard games then. I can't remember which was the hardest! I will say it took me like six months to beat the original Rtype on the Sega Master System though!

Shadow of the Beast on Sega Mega Drive, that was damn near impossible but I got there....
BTW the game I tried and tried but eventually gave up on was Rygar. Stupid hard...

There was this PS1 game I got last year, it was like an FP spacehip game but before good analogue controls were introduced, so it's hard because I can't play it. Does that count?

also, Omega Boost, out of the whatever amount of Zones there are, I've only ever got to I think 4 or 5. I know it's not the end.

On PC:
Wizardry IV: The Return of Werdna. I dare anyone who hasn't played any game of the series to get out of the very first 2x2 room without googling it. It was so notoriously difficult that the later editions of the game came with a sealed letter to that specific puzzle, and it goes rapidly downhill from there

On Consoles:
Either Zelda II: The Adventure of Link or Super Ghouls 'n Ghosts

On Handhelds:
Gargoyle's Quest

Never beat any of the mentioned games, although I didn't play much of Super Ghouls 'n Ghosts and I reached the last Boss before Shadow Link (but without enough magic to cast Lightning) in Zelda II

Oh man, has to be nes era.

Ghosts and goblins
Battletoads
CastleVania
Ninja Gaiden

Btw zelda 2 wasnt. That hard if you played it like an rpg.  Beat it twice. 

Ninja Gaiden
Battle Toads & Double Dragons
Contra