As in, a hurdle you wanted to cross, but didn't because of the difficulty, and ended up quitting the entire game because of it?
I'm not sure I remember doing that. But I did quit God of War after fighting one of the last optional bosses a couple of time.
However, I had already beaten the main game, and I had little interest in spending time on this boss when I could be playing a new game instead, so I guess that's not quite the same. But it's the closest example I can think of at the moment.