Nearly any fighter, on account of how the difficulty is largely set at how often the developers decided to allow the NPC to fail to block.
Most chess games, on account of how you're usually playing against several chess masters they've coded the strategies into.
Bullet hell games that are fully deserving of the genre title.
I'm not sure I Wanna Be The Guy qualifies as "hard" so much as "cheap." I betcha we've had that conversation a dozen or so times here already.
Most of the rest are no doubt heavily repressed memories of pain in the back of my mind. As far as game design is concerned, it's not hard to make a hard game, you just set the bar higher than you can expect the average player's capabilities to be. It's much harder to make an enjoyably hard game, and more rewarding.