I almost gave up on COD4 on vetran - 98% of the game was fine, just had to be careful, but there were two spots where it took me a stupidly long time to get past.
First one was when you're at the farmhouse and have to fight your way all the way back down to the start - it seemed everytime I stuck out my head it was instantly head shot. I eventually got through but it was an absolute pain.
Second was on route to stop the nukes, there was a corridor where I had to kill 4 enemies or so, then spin around and get 2 more who were directly behind me - I spent FOREVER getting 5 of them only to be shot by number 6. Eventually I realised I didn't have to play the entire game using bullets alone and stopped hording my M203 rounds.. became a lot simpler when I just had to launch one down each end...