Dating myself severely, I think it was Pitfall! or Pitfall2 on the Atari 2600 - I remember having to repeat level after level and finally just giving up.
"Dark Castle" for the original Mac was also pretty tough in the later levels.
Toca2's career mode is brutal for me, but then again the poker nights have pretty much demonstrated my lack of skill with the game. If I spin out one more f'ing time...
OT: Hardest games you've ever played
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