It's been a while since I've played it, but I remember being really, really frustrated by the fight against Deus at the end of Xenogears. I think because it was just a string of what, four or five boss fights in a row with no chance to rest and recover in between? Plus all the bosses had some gimmick that made them impossible to damage unless you knew what you were doing, and it took several rounds to figure out what to do, during which time they would beat you to a pulp while healing themselves...grraaargh.
The Incubator in Silent Hill 1 is a pain in the ass, too. I can't see him and I have no idea when or where he's going to attack, so I have basically zero chance of avoiding the damage. I just run around and around in wide circles, getting zorched by lightning out of nowhere at random intervals, chugging down health drinks and first aid kits and ampoules, and occasionally firing blindly into the darkness with my rifle in the mad hope that I'll hit something. Somehow, I've never actually managed to die during that fight (yet!), but that doesn't make it any less aggravating.