I never reached the end boss in Pong.

Seconded.

For me it was any number of text based adventures when you had no idea what to type next.

Double Dragon III: The Sacred Stones :X i regret the day i bought that game , it was hard as hell but kinda fun to play specially two player
http://www.youtube.com/watch?v=kMg6_IXCjo4

I have to go with Ghouls n' Ghosts, Bionic Commando, and The Rocketeer being particularly difficult.

Xorron 2001
Inferno
Z (I have beaten it once but now I'm faaaar to slow for it...)

I pretty much refuse to play anything that makes you start over after dying a certain number of times. I'll either use save states in an emulator or avoid the game entirely. That's not challenge to me, that's just annoyance.

The boon of rogue-likes must not appeal much to you. A couple hits and its back to the title screen.

^This. Difficult game is one thing, punishing the player is another. I want to enjoy a game, not go crazy because of it.

Ninja gaiden on Xbox when it first came out, all hyped e.t.c dead excited, then you get that first blonde boss with nun chucks and then eventually you finally find out its actually just your sensei.....and that up to this point it was just a tutorial.....

Then you get on the air ship next level, and have that ruck on the roof with some massive robotic type fella.... I don't think I ever bothered getting past that.

Edit for grammar

The Karate Kid for NES was particularly nasty. Every time you got hit by something you would get knocked back and during that Typhoon stage you'd wind up falling into all sorts of holes. I don't think I've ever beaten it, despite it being only like 3 levels.

That game isn't hard, it's unplayable.

Some awesome mentions in the thread, Ghouls n Ghosts I remember. Took a LONG time to master that, only have the game start you again, but you could get that 'super' power.

How about Bubble Bobble anyone? That was hard enough on its own, even worse if you were getting the items to go beyond level 100 ><

LOL, to say any Megaman is harder than Battletoads should be heresy. Then again I was semi addicted to megaman and could probably run through 1-6 in a single sitting (unless that one jetpack jump forces me to end another TV's life).
I can still remember that friggin hoverbike (scooter?) map in Battletoads that had a similar damn near impossible jump.... think i made it once.

I don't know what the "hardest" game I've played was (that wasn't trying to be stupid hard.. looking at you IWTBtG) but one that wasn't mentioned that I never managed to beat... Maximum Carnage.. spiderman games should never be that hard.