Yes , Demon Souls on PS3 about 10 years ago. I couldn't be dealing with it and quit after 1 hour and never played it again.

Other games difficulty stopped me from getting the final trophy for 100% like Vanquish did or that Ayrton Senna dlc for Gran turismo 6.

Yes, although it is more "getting bored with the repetition" that makes me quit. I don't mind the difficulty, but do mind poor check pointing and having to do entire sections / phases over and over. When retry is instant and not far back, I'll keep going until I get it. With long load times and having to do the exact same things over and over without any further benefits from them, it's change to difficulty or bye bye.

I came to this thread thinking there were some I gave up on due to difficulty, but the more I thought about it the more I realized that it hadn't happened to me, at least not with any examples I can think of. There have been plenty of times when I felt the game was cheap or poorly made, making it too frustrating to continue, but never 'I can't do this'. 

there have been games I avoided or didn't start because of their difficulty (Dark Souls and Cuphead were two examples, both of which I fell in love with once I 'got' them), and there have been games I've opted not to go for 100% because the requirements were absurd, but I can't think of any games I gave up on and didn't finish because they were hard. 

Yeah, Ninja Gaiden the NES version Trilogy and Castlevania 3.

Yeah. There have been games that I made it through a few levels or so then just stopped because it was too tough.

Many, many times.
I have a mild motor skill impairment so try as I might, sometimes I just reach a point in a game where I can bang my head against a wall for days and get nowhere, and I just no longer have the time or patience any more to keep playing a game if all it's giving me is frustration and unhappiness, it's just not worth it.

Even some games I really loved I had to abandon eventually; Donkey Kong Country Returns and Tropical Freeze for example are among my favourite platformers of all time, but I could never beat the final boss of either game.

I don't know if that counts, but I stopped Call of Duty: Black Ops 2 because of that darn "tactical" mission. I'm really awful at that kind of gameplay, so I got stuck there and had to give up.

And that sucks, because I was loving that game as an FPS.

I fell in love with Dark Souls as well after getting the hang of it. But the difficulty (more so the obtuseness) of the series had me 'quit' after Dark Souls 2. It just seems more of the same yet bigger and bigger time sinks. But I did buy the Demon's Souls remake, will see how it goes when I get to it. Bloodborne still remains untouched. (Bought it, never started it)

The problem with difficult games is, they're hard to get back into after taking a break. Cuphead is great but I guess it can go on the pile of games I didn't finish. I took a break (playing something else in between) and coming back a month later of course died over and over, so I played something more relaxing instead. Since then it has been on the 'waiting' pile. 

It comes down to, do I want to spend the time to 'git gud' again, or just play something more relaxing. Time is the most precious thing in the end. Best waste it on something fun! (Beating a difficult section can be fun, but often also feels like a waste of time to me as in glad that's behind)

I quit Pokemon Sun for being too easy.