Ninja Gaiden 1 and 2 for xbox and 360, respectively. The first one was really hard when I first got it, and I didn't get very far before I just stopped playing it. About a year later, I went back to it, and was doing a lot better. I was dying less by just being more cautious in how I fought. Then I got a few levels in and got to a town where I just could literally not get any farther. I went every single place that was available to me looking for a door to walk through or a switch to hit, but nothing. Add on top of that the endlessly respawning enemies, and I just quit. I didn't want to have to go look up a walkthrough just to progress on a game that was starting to feel like more of a chore than it was worth.
The second game was even worse. I never got stuck, but the game was honestly just what I would call unfair. The camera in the game is the most difficult enemy that you will face. My rage started to build when I was facing a boss in this cramped room, and these freaking little dudes off the screen that I can't even see are just whipping exploding throwing stars at me that I can't even block because even if I do block them, they still explode, and while I'm cartwheeling through the air, the big dude just pummels me in to oblivion, and then I get juggled in the air by more explosions. After I finally beat that level, I move on to these giant cyborg-salamander things, and while they're trying to eat my face there's little pissants launching salvo after salvo of rockets at me that are, again, unblockable. Throw in that these dudes are across the freaking map, so I have to run through a warzone of explosions just to try to get at them.
Those are they only two games that ever made me so mad that I just quit and didn't even want to play anymore.