The Water Temple was difficult because it had so many keys and it was hard to figure out where they were.

Xenogears Final Anima Relic Dungeon. The water puzzle is insane and impossible to figure out without spending about three hours frittering your life away trying different combinations.

Diablo II: Act 3 mission two. Insanely annoying.

Zone of the Enders 2: The Second Runner: The final battle with Nephitis before the Viola A.I. takes over Ardjet. REALLY... FREAKIN... ANNOYING!