Super Punch Out for the SNES. Certain characters (Hoy Quarlow, Narcis Prince, Super Machoman, Mad Clown, Nick & Rick Bruiser) really gave me trouble, and I have lots of not-so-fond memories of slamming the controller down in protest at the difficulty level. Then I realised that all those characters had rather predictable moves, memorized them all, and then beat the crap out of them.

Also, a lesser known game called Nebulus annoys me to this day. It's an awesome game, but the difficulty level is so damn high, and you only get a few lives/tries to complete the game. I mean, how the hell are you expected to be so perfect?!

And finally, Rick Dangerous for the Atari was one of those "look out, the controller is about to smash through the window" type of games. Again, much like the above games, it was really fun to play, but astonishingly difficult to complete. I'm getting angry just thinking about these games, so I'm going to stop typing now.