It's not going to sound very major but I've been fiddling around with Yoshi's Woolly World and the frustration of getting to the end of the level only to realize you haven't found every yarn bundle, every stamp and, every flower is almost as high as the frustration of realizing that the level you just went through had points of no return and no way to get full hearts anyway if you could go back and get the other collectibles. Yoshi's Woolly World is not insultingly easy like Kirby's Epic Yarn was if you just play it by going from the beginning of each level to the end but if you want 100% completion YWW will make your ass work for it.
Similarly, I never beat Donkey Kong 64 or Super Princess Peach because both games require you to get all collectibles before you can beat them. In SPP, you just need to find all of the Toads to get to the last level (possibly a second collectible, I don't remember) and I just don't like to collect things. In Donkey Kong 64, you have to collect every collectible, for every character, not counting power-ups and major collectibles. I've only started DK over once and it was after about a decade of me trying to block out DK Classic and awful mini-games from my memory but failing and deleting more cherished childhood memories instead.