After my first Mass Effect playthrough (before ME2), I started a second one, without increasing the difficulty setting. After a while, I had a level 10 Spectre Master sniper rifle with level 10 High-Explosive rounds, which I used for every situation. And I mean EVERY situation. With HE rounds lvl10, you barely even need to aim anymore in close quarters. It had changed from a long-range precision support weapon into a freaking bazooka, equally capable of instapwning several enemies at once in confined spaces as it was perfect for making headshots at ranges of around 400m, or killing enemies behind cover by shooting the ground next to them. The first playthrough wasn't altogether too hard, but by the second one, I was a bloody walking tank, taking all sorts of punishment without any semblance of trouble. Hell, I was positively FARMING Thresher Maws with the Mako towards the end, just sitting still and popping them off with a single machine gun fusillade punctuated by a handful of cannon shots.
Mass Effect 2 is pleasantly more challenging, but nothing too dramatic, thankfully. I die plenty of times, but I was still able to kill the various gunships and the one Thresher Maw easily (the latter mostly because I hardly ever use heavy weapons).
Also on my first real Hearts of Iron 3 campaign, as Germany (obviously), I did what I usually do and put at least 75% (usually around 90% or so) of my leadership towards research. I had Tigers by 1939, King Tigers and Panther IIs by 1940 and the first Maus brigades rolled off the assembly lines in late 1940. I carefully manoeuvred around the Soviet Union (that, and I was playing on easy >_>) and literally conquered the entire continent of Europe, tankrushed my way across North Africa, completely overran the Middle East and eventually performed amphibious landings of entire Panzer divisions near Bombay and Calcutta to finally bring the British Empire to its knees. At which point I had territory ALL OVER THE WORLD, from the Caribbean to the Pacific and back again. I'm fairly certain that, given a few months of diligent construction of endless heavy and superheavy tank divisions, I could've steamrolled the Soviet Union, but there would've been no challenge in it whatsoever and I stopped playing that save.