I'll try to list the hardest one I played per console.

Master System - I was only little, and didn't have many games for it, so probably Sonic 2

Mega Drive - Gods. Hands down. Kicked my arse in ways previously unfathomable. Still a really good game though.

PlayStation - There aren't any that come to mind, where I haven't gone back to realise they weren't that hard after all. I'd probably go for the last few missions of Driver, or a no-junction FFVIII run.

PS2 - Again, nothing really stands out. Perhaps trying to finish all missions stealthily in SOCOM II, or adjusting to the PS2 controls of Deus Ex, after playing the PC version to death. Oh, and SotC hard mode time attack.

PS3 - MGS4 on "the Boss extreme" or Operation Flashpoint Dragon Rising. Oh, and SotC hard mode time attack.

Xbox 360 - Limbo

PSP - Splinter Cell, simply because of the god-awful camera controls, and the finicky analog nub.

PC - Commandos 3: Destination Berlin.

Castlevania on NES was a BITCH to finish

Ghouls and Ghosts on NES.

Prinny for PSP.

Star Wars A New Hope and Empire Strikes Back, I went to the Dark Side in just a couple of minutes. Predator Nes, somebody knows if the game has an ending? That game was imposible. Bart vs the Mutant, a game made by Satan. Ikari Warriors, if it wasnt for the infinite code ABBA, youre screwed on the first stage. And the unforgetable nes game Jaws by LJN, damn, you could finish in 5 min, or in 48 hr, you depend on the f@k*%! Jaws to get out of the water to kill him and get back home. During that just destroy the entire peacefull ocean life, kill baby sharks, peacefull jelly fish, happy crabs, friendly sea rays. They accused BF3 for killing a rat, the creator of this game in this time would go directly to an electric chair.

Haha, not just Lion King, aslo Aladin for Sega Genesis. The last boss of Killer Instinct Eyedol, that was a pain, he corner you and youre dead, I know that once you get the trick and knows how to fight him, it get easier, but the first time, damn, he is no M. Bison. Robocop vs Terminator for Snes, The Adventures of Bayou Billy for nes, still remember the intro voice, that was hard, specially the Zapper stages, talking about guns, remember Operation Wolf, one of the first person shooters, the first modern warfare , it has more glitch the COD, that freaking game was hard. Another game that for me was so hard and frustrating was Contra III on Snes, the first two on nes was easy, using or not the konami code, those game arent so hard, but this one, specially on hard to get the ending, was really really hard. Also Batman on nes, just finish it once, that Joker possessed by Harry Potter and trained by Palpatin was ridiculous. And one of the hardest game that I have played. Karateka on Atari, what a bitch of a game, I wonder what physcological problem those developers had, what was their problem with society that they make those games so difficult. Its like a personal vendetta with society, specially kids.

Top Gun and Ninja Gaiden III both for the NES

I Wanna be the Guy

ghost and goblins from NES is an insane game!!! cannot even surpass the early stages. its too damn difficult. adventure island is hard but i was able to finish it using rewind feature in psp nesterj...:)

if you want a hard game try adventures of batman and robin on sega genesis, i guarantee you wont make it past the first level

It has to be battletoads. precision, memorization and insane skills in which you have a very limited nes controller and things you can do, miss any of those and you instantly die makes me wonder what those devs were smoking back at that time, giving the gamers the benefit of unlimited frustration

castlevania nes, damn, the last 3 stage where one hit take out 4 hearts of energy, 4 hits and youre dead meat. The Reaper boss was f*k!&g hard, if you dont have the double boomerang it was imposible. The last stage was insane, I just finish it once. Simon Quest if you dont have a magazine that tells you to hold down in an specially point of the map and wait a couple of seconds for the tornado comes and takes you to continue your quest, sh!t, youre stock, how would you know that you have to do that to continue. Bayou Billy, was tough as hell, it have an sticky cool music, but, it was so hard, really hard, with passion. Oh, almost forgot, Karate Kid on nes, the 3rd stage, the f%$i*g storm stage, where every blew back, even Daniel Son, birds fly backward, a lot of junk, stick, the enemy comes faste because of the wind, if you jump wrong youre dead, if you jump in the same place you go back and if theres a pit behind you youre dead. If a bird hit during middle air and theirs a pit youre dead, every single thing kills you on that fk$& game!! It makes me mad, it make me say bad words! Fu@%$!!!

I can't believe no one said it yet...

Super Ghouls 'n Ghosts - SNES

3 lives. No continues throughout the entire game. If you Google search the game you'll find out it was rated one of the top 10 most difficult games of all time. This game will test you.