The final boss in FF12 had me pulling out my hair.

I haven't really played Challenging games besides Ratchet and Clank and some Sonic games but the hardest boss i ever fought was the 7th boss of Shadow of the Colussus, it made me rage quit the game.

The most recent one I can remember is the Shadow of Yharnam in Bloodborne which is 3 bosses in one you and its a fucking pain in the ass to keep track of all of them and when they hit a certain amount of health they all transform too. Though i'm partially to blame since I forgot to upgrade my gear.

Another game that makes my blood pressure rise just thinking about it. Those early Nintendo games required balls if steel!  Every time you beat him, he had a different form. Looked amazing at the time, though.