contra 3

I would say Radiant Silvergun (saturn or 360) or Ninja Gaiden (Nes), brutally hard!

Dragon Lair's

This, and also, like The Fury wrote, difficult driving games. Both are unforgiving.

Battletoads, the only game that I've given up because of the difficulty. You really have play it over and over and over again (even much more) to memorize every segment.

I would agree that driving games can be the most challenging. I remember trying to get gold on the licenses part of older Gran Turismo games and just screaming in frustration, then you look online and you see people who are so much better at the game in general than you that it just shatters your ego.

Halo 2 on Legendary is up there off top of my head.

Witcher 2.

Ultra street fighter vi on hardest difficulty! Ahhhhhh! 😄
Also Demon Souls was challenging aswell definitely the hardest of the souls games.

Yes! There are more enemies which are also harder to fight, and if either you or your partner dies, it goes back to the last checkpoint. That wasn't the only problem, MCC still has many bugs and gltiches. So whilst playing a mission, there was always a fear that we would get desynced or disconnected :S .