The Harbinger from Mass Effect 2, like a boss if you put it on Insanity difficulty (which I finally completed the entire game on, all 12 members on my crew as well as myself died at the end but it was worth it.)
The Tank from Left 4 Dead (2), like a boss if on versus and they trap you in a corner.
The Houdini Splicers from Bioshock, like a boss since they just vanish when I get a clear shot from my crossbow and miss because they teleported.
Sorry, just listing all the normal enemies that are so bloody annoying. =/
I hear the boss fights from Deus Ex: HR are shit, I've never played the game but looking at some videos of them they seem pretty shit to me.
Crawmerax from Borderlands was supposedly impossible to beat. Yeah, without mods. -_-
Alduin, the final boss from Skyrim was pretty crap, all he was doing was attacking the other A.I. who were on my team while I was spamming arrows and shouting when ever he started to take flight. I've died more times against Ancient Dragons than with Alduin, and you only encounter them randomly.