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.