i dont know about entire games that were difficult, but i do remember a few bosses or levels that caused me to break controllers in frustration.
i remember that Prototype, while a decent game, had a difficulty curve like a roller coaster. there were portions of the game that were extremely easy and there were others that made me want to fling my controller into the tv. i never even finished the game because of how ridiculous the final boss was. you have about 3 min to kill him before a nuke goes off. however, he had a TON of health, could regenerate his health, and could hit you from all the way across the map with an attack that drained almost all of your health.
another one was from my favorite game: Kingdom Hearts 2. i think the dude's name was Demix or Demyx of something like that (i remember him as guitar guy). he attacked you with these water attacks that took the form of either music notes or water clones that turned into music notes. i actually broke a controller playing that level (then beat him with my spare controller after i loaded a checkpoint).