GTA IV, Dimitri. That mission is the single reason I've been unable to complete that (otherwise rather easy) game.
Not the fight itself, but the sheer fucking annoyance of the last level. Killing my way into and through the warehouse is a piece of piss, as is getting up to the roof and letting the chopper take off. However (and bare in mind that I've attempted this mission about 15 times), as soon as I climb into the speedboat he shoots me with a rocket and blows it up. I don't even have time to start the engine. EVERY. FUCKING. TIME. And its not as if you can restart from there, you can only restart, drive all the way there again, fight your way back up to the roof...I just can't be bothered with it. I've asked around, but nobody else seems to have encountered a bug like this, so I can only assume that the game fucking hates me.
Also, the last boss from Gun, whose name I can't remember anymore. He has armour on that deflects your bullets, even on his totally unarmoured head. He also appears to be immune to explosions, fire, arrows and hitting him with a sword. He carries a shotgun that kills you in two hits. After enough attempts, I stopped bothering, and ended up not finishing the game.