Most recent for me was in Skate 2.
A French guy asks you to do a front slide to tail slide or vice versa between two rectangular surface things (A* to my describing ablity) over a fountain, theres no time limit so that's fine and I had previously drained said fountain so surely if I was to land in it I could just warp back to my starting point and try again. NO. Apparently i'm still in inherent danger from drowning if I land in it by accident so challenge failed have to spend 30 seconds going back to the menu and restarting the challenge, that, in its self is annoying, but add to that the unresponsive grind controls and a french guy who I swear was programmed to get in the way ( you start on the left side him on the right after he goes across he comes back on your side of the fountain! so if you're trying to do it whilst he comes across blam...you fail...enjoy 30 seconds of menu hopping)and you have the single most infuriating thing i've ever come across...this year so far.
As a Kid was the last boss of Sonic Adventure when you played as Sonic. Could not beat Robotnik...still haven't.