Loads of games I've had issues with, the FIFA franchise, I know it's not all that popular on here but take it from me it's the most addicting game out there, because I've never felt the need to continue a game that so blatently cheats at every turn in my life, even when I'm winning significantly I can fly off the handle.
Battlefront 2 was probably one of the first, the way clone reinforcements deplete in seconds because as good as it is the game is heavily unbalanced in favour of droids (droidekas! AHHH!) I once heard "they've captured a command post" and punched a drinking glass across the room, because I'd just saved it moments before.
The racing missions of San Andreas, being killed by anti-snipers in BF:BC2, getting my bounty removed before a challenge completion in Red Dead Redemption, an underwater level on Crash Bandicoot warped, the helicopter hat/hair missions in Rayman, teabaggers in Halo, getting vague questions wrong because they're designed to be complete guesses on L.A Noire...so many things that have ticked me off in the past.
First was definately the Battleship game that used to be on SKY games when it started out, I went purple, bad day I guess. I'd love a non condescending tip as to how to manage game anger without having to completely turn it off, but most people just say "take a deep breath" or some other hopeful but unsuccessful tip.