It's not too expensive, so if you find it then it doesn't hurt to try it. If you're looking for a real challenge and can tolerate some dated mechanics then I'd check it out.

Might actually be Nioh. Seen other people play it on YouTube after and man did I miss a lot of things that could have made the game easier...

If you're not attached to physical copies, it's $5 on Wii/3DS/Wii U. 

It can be stupidly frustrating, like Lead said, but once you get used to the mechanics, it can feel pretty rewarding. Also has some funny NPCs, and RPG-like towns where you can get new abilities. I did a second playthrough to see how much I'd improved, and I finished it like 2 hours, so it's mostly getting the hang of that learning curve and knowing what annoying challenges the game will through at you.

Still my least favorite Zelda outside the co-op ones.

It'd take a bit of time for me to adjust to it, as while I'm familiar with and able to enjoy the uncanny valley of early 3D games, I'm not as well versed in the archaic 2D games. The main barrier for me is limited continues, which makes it much harder for me to handle. So, it'd probably take me a lot of trial and error and getting pissed off to beat it! But hopefully I'd get some sense of achievement out of it!

Zelda II has unlimited continues, although it will send you back to the starting area and your current experience is reset (but not your levels or items). It's still brutal but there's a silver lining.

Surely we are talking without save states!?! Because I beat Ninja Gaiden with save states. 

Other than that I had a magical run through of Lester the Unlikely one time and never came close to repeating. Nor did I care too much to attempt but in the further stages Lester gets all buff and has to outrun jaguars and stuff.

Watch the AVGN on it if interested. He doesn't get past like the second level.

Binding of Isaac: Afterbirth+ - Finally achieved 1,000,000%

Some games I struggled a lot with:

Bound by Flame on hard the endboss was rediculous.
Ninja Gaiden on Original Xbox, was hard as hell
Faster than Light took me months to complete

and last all dark souls games and stuff and bloodborne, altough they are more "memorizing" then hard, but still, completed them

Rogue Legacy I guess? Didn't do the newgame+ though.

I don't really play many really hard single player games... oh TrackMania Turbo, I'm in the last series of races in that, so not quite done yet, but I'll have every gold eventually.

Contra Hard Corps. Beat it via cart on a Genesis... no save state weak sauce.