I don't know if someone already made a topic with this title, but if not, then here are the games that I found hard to play.
Online FPS games -> I really suck at those
Monster Hunter games -> Yeah I'm a noob, so I cheat.
Fighting games -> I don't play much of those so I suck
Asassin's creed -> I found it hard.
The hardest game I ever played was God Of War 3 on Titan. It took me several months to make it past the three headed dog boss. Every other part of the game I finished the next day. I'm still to afraid too afraid to play Demon Souls/Dark Souls but I will eventually.
TBS: XCOM: Enemy Unknown. Impossible difficulty does its damnedest to live up to its name. Now, try that with Ironman Mode turned on and you have a setup that the devs say is only theoretically possible to beat. Personally, I found Normal difficulty rather hard in its own right and I was struggling every step of the way on Classic. I've only tried Impossible a handful of times, but I never lasted very long on any attempt.
FPS: DOOM. Nightmare difficulty had enemies respawn only a few seconds after being killed and shoot at you at a faster rate. Also, cheat codes are disabled.
Fighting: Mortal Kombat 3. Okay, this is about the AI being a cheating asshole more than it is about the game just being hard to play. Shao Khan still stands as one of the most annoying bosses that I've ever had the displeasure to fight.
Everyone writes about recent games, but I keep thinking that the hardest and best game ever is Ghost n´ Goblins for the NES, besides it has one of the most disappointing endings ever made, is really good, try it once and tell me if you pass through the first flying demon.
Midnight Club: Los Angeles
Bayonetta (I didn't bother with the two lowest difficulty settings, started right away on Medium)
Etrian Odyssey 3 (I haven't even finished the game lol)
Labyrinth of Touhou (damn grind walls, especially the one required to even stand a chance on the final postgame floor's random encounters)
Casltevania, both the original trilogy and Order of Ecclesia.
I can only think of those for now.