Everyone's going for crazy hard or frustrating, but for just plain annoying, I'll have to go with Super Paper Mario and that stupid level where you have to get the 100000 coins, and you have to keep hitting the coin box until you get the privilege of holding right and sitting there waiting for nintendo to stop being idiots. Also that other level where there's a fighting tournament and the world blows up so you have to walk through 20 rooms of literal nothingness to see what's up. It's a good game, but there are so many moments where I was wondering what Nintendo was thinking.
Also the monastery in Uncharted 2, where there's nothing to do but slog through a few hundred enemies and there's sure to be a guy with a shotgun hiding behind a pillar every time you think you've cleared a room