Friday the 13th on NES back when I was 8 or so.
Played it all day one day and still never beat Jason once, out of the 3 times. No one in my family could either. Hell, I still can't manage to beat the damned game.
The most recent game I hated was: Alone in the Dark, for the Wii. The game had potential, the trailers made it look relatively interesting, but my god the controls...