Prince of Persia 2: The Shadow and the Flame
Even using cheats there were levels that I couldn't win, imagine having to beat all of them in less than an hour.

Wii: Dark room sex game....made me so hard..

/BS

uhm....the hardest game I've ever played?...hmm....

DMC3 was hard....but Super Metroid was no walk in the park either....meh....not sure

 I managed to do it.  It too me several attempts to beat the last boss; you can beat parts of it before you have to start all the way from the beginning of that level if you die.  Or to make it easy on yourself, figure out a way to keep that flipping powerup that makes you invincible in the air. You can kill bosses REALLY fast with it.

Must say Ninja gaiden sigma on master ninja mode.

any shinobi game, any ninja gaiden game and eternal champions on the mega cd (no one i know has completed this or even come close to completing it :S)

F-Zero GX story mode on very hard or Super Ghouls n' Ghosts on Professional.

god of war 2 in mode God very defficult

medal of honor vanguard wii

 Agree with u gow2 and ninja gaiden sigma i keep as 2 hardest game ever played.

Props to mentioning Hitchiker's Guide to the Galaxy and ADoM. I have to add two games a bit along the same lines, or whatever. Anyway.

Nethack. I don't think anybody can call themselves a true gamer unless they have played Nethack. You don't have to beat it, 'cause it's just ridiculously difficult to do that. Just play it. And yes, I honestly can't understand what's up with the controls, who the hell decided which button does what, especially considering moving around, but anyway. To quote a great late man, you have to play Nethack "'cause it's a mother."

Another stupidly hard game was Moria, and here's a little story of it. I was playing with a Hobbit mage (or whatever the class is called). He was getting to be a badass mage, and could lay waste to all the normal monsters with ease, so I decided to up my exp rate and use the Wand of Polymorphism I had to morph small monsters into bigger ones. And all was well.

Until a monster morphed into an Ancient Multi-Hued Dragon, which in the game help files comes with a note: Beware! Well, I was confident that my mighty mage could deal with the dragon, so I started casting spells along the usual lines, but the problem was that the damn thing was resistant to most of them. However, it's attacks were not causing all that much damage, so I wasn't really in a big trouble yet. My Hobbit had 74 max hits, and the dragon did around 20 hits with it's attacks, so I had plenty of time to heal myself and get a couple of shots in. That is, until the dragon breathed fire. After which, my poor little hobbit had -622 hit points. Considering that the ultimate goal of Moria is to slay the Balrog, it's safe to assume the Balrog is more badass than the dragon, which lead me to the conclusion that Moria is a BADASS hard game to beat. Of course, I've never beaten it, but presumably some people have, and my hat's off to them.