There's been a few I haven't finished because of the difficulty. Honestly (I might catch a lot of holy hell for saying this) I use walktroughs and strategy guides so that I can enjoy every little part that I can in a game, but even then sometimes a game is just impossible to finish. I don't know if I'm just that inept at games or I'm just not smart enough or what.
Devil May Cry (the first one in the HD Collection) I tried to do Hard mode, but there was ALWAYS this ONE spot where I had to kill off 3 Shadows in one encounter in some kind of cliffside, but I died every single time. I let out a few primal growl screams after a while and haven't tried to beat DMC's Hard mode to this day.
Let's see... another game would have to be Tekken 5, which I think is the one with Jinpachi Mishima. It's insane trying to get past that guy, I've thrown so much cussing at the TV at him after losing 10 times in a row or more using my best fighters. Once in a blue moon I can pull out a win, but using a defensive/wait until the opponent attacks strategy is useless against Jinpachi, so had to try to get out of my comfort zone style I grew up using in Tekken 3. It's almost impossible for me to go outside of my comfort zone, and I don't even know why. It's so frustrating, so that was added to the frustration of winning 1 round vs Jinpachi a few times, then getting crushed again and again.
Darkwatch for the PS2. It was an awesome game, and one I really tried to get into and I did actually. It was really fun, but there was one spot I kept getting killed at where it seemed like I was getting surrounded way too quick, but I wasn't good at FPS games back then either. But the story was so epic so I really tried to be good at it and get further into the story, but oh my god, the frustration seemed to be worth it for a while, until I just threw my hands up into the air and gave up. I sold the game to the Gamestop at the mall I always went to (before they turned the mall into an "outside mall") because I finally reached the point where the frustration was definitely not worth it.
Really the only ones I can think of that I couldn't use a Gameshark CDX for PSX on to cheat my way to a win though that made me want to break everything in sight a lot of times.
