Lost Planet Extreme Condition. I was going to say something older, but this game just is hard. It likes to screw you over, too. I should play it again at some point, though, because I can't say I knew what I was doing when I first played it.
Due to that, I'll rank the second Phantasy Star game, most old school FPS games, and The Lion King. The Lion King is just... The SNES has harder games, but this game is impossible for me once I reach the second level. That's right. The second level.
Truxton is another crazy hard game. Amazing game, but it just throws the difficulty at you with no plans on stopping the annoyance.