If games are unfair in difficulty, or just too insanely hard... I get frustrated and just give them up.
To me that isnt the point of games.

Theres plenty of games Ive never beat... going all the way back to the snes days.... Battletoads, need I say more?

Kid Icarus Uprising, the controls were horrible. I slightly nudged the circle pad and flew of the plattform, that was the final straw

I'm married, work full time, and have a kid.  I've been loosing sleep to get some decent Dark Souls gameplay in.  It doesn't do any favors when you have responsibilities.

And I love your avatar.

Battletoads on NES. That fucking part with the hover bikes is just insanely difficult in every way imaginable. Never made that one.

Hmm, I have always managed to eventually grind trough games but sometimes I just don't enjoy the steep learning curve, Dirt Rally is a good excample, altough I managed to finish most short races first, memorizing the tracks and restarting repeatable times just made the game no fun.

Bloodborne and Dark Souls have always been a love-hate afair but overall I always found it rewarding, so that makes the grind of a hard boss, more fun.

Overall I think the best choice of a game I had to give up on was Starcraft II, It consumed my life to try to become a grandmaster, and when I finally got that rank, keeping the level of skill required to challange the top players at that time, basicly ment I had no more social life, quiting that scene deffenitely improved my life and I had to give that up.

Dark Souls at first.

Played it, wrote it off as super hard, and took me maybe half a year to go back to it and truly appreciate it.

Mega Man on NES. The very last stage where you have to get through all the bosses before you fight the final boss. I could not beat it as a kid or even now on virtual console. I still have it saved on Wii U virtual console. I gave up on it and moved on to 2 and 3.

On a smaller scale, I was addicted to an old Dungeons & Dragons game call Pools of Darkness on my MAC during the mid 1990s from the now defunct SSI.  I was at the very last boss.  For weeks when I came home for lunch from work, I would spend almost every spare minute trying to beat that last boss.  It got to the point that the only way I was going to stop was to either beat the boss of delete my game save.  Game save deleted.

On a more similar note, a coworker of mine was the top dog on one of the Star Wars Galaxies servers.  It was one of the smaller servers, but he was like at level 90.  He kicked the $#!t out of everyone.  He was divorced now remarried.  I think the game was in part for the reason for his divorce.  Leaving the game was a breath of fresh air for him.

I gave up on Modern Warfare 3 because I was simply not having fun of it after a few hours of SP and MP. I haven't touched a CoD game ever since.

Furi. The 7th boss's last phase is just broken. Plus I hate "bullet hell" games, for me thats the wrong kind of difficulty design and I didn't even know this game would have so much of that.