I had problems with Deus Ex. I played "through the game" three times but I only completed the game once (the first time through). On subsequent outings the game saves seemed to break down about the time you get to Area 51.
Steel Battalion was the worst of them though. I had to restart that game over and over - not because of technical difficulties though: it intentionally has a "you lose forever" outcome. Not quick enough to the eject button? Game over! Start at the beginning. Fail a mission too many times? Game over! Start at the beginning. What killed me about the game is it seemingly had so much promise. It provided what seems to be a VERY realistic giant robot simulator (in fact it suceeds admirably at the simulation portion). Unfortunately, rather than making the game difficult via having a number of equally powerful foes with at least adequate AI, the designers decided it was far better if you simply had dozens of foes, some of which are capable of murdering you in a few shots, and all of them posessed terrible AI. To make matters worse, you were always fighting against arbitrary constraints, and failing any of them caused you to lose the mission. You could run out of health (i.e. die) you could run out of ammo (given the huge number of foes this was often incredibly easy to do), you could run out of time (every mission has a time limit, and it's usually painfully short), and you could even run out of fuel (which often makes the time limit seem even more arbitray when your fuel supply mandates it's own time limit).
Worse still? Many times the game had you trying to find items in any of the giant levels without the courtesy of telling you where they are. Nothing like looking for crates in a thick jungle environment under constant threat of ambush all while fighting against the limits listed above. In the grand scheme of things, considering the staggering cost of the game (nearly $200 USD when I purchased it), the game is probably the worst game I've ever played. So much promise and potential squandered at every turn with the most frustrating gameplay I've ever seen.