Games you could never beat, because it was too hard.

[instantreplay]

Ninja Gaiden. Gave up on the second level.
There was also a Yugioh game for the PS1 that was batshit.

[dashv]

Not many games fall into this category for me. I've bested toughies like Ninja Gaiden 1 & 2, Blaster Master, and Mega Man. But there are that nagging few that I enjoy playing but end up rage quitting every time I play:

Battletoads (nes)
Jouney to Silius (nes)
TMNT 1 (nes)
Dr. Jekyll and Mr. Hyde (nes)

I did eventually beat the last two using a game genie but that doesn't count.

Battletoads I couldn't even beat with a game Genie AND an Game Action Replay.

Not ashamed.

[turbogenesisphil]

The Adventures of Batman & Robin (Gen) is a great game but damn it is hard. As a kid, me and my brother couldn't even beat the first level boss... And now we barely make it to level 5.. Gaiares(Gen) also comes to mind as being hard as nails, even if it's a great shooter.