Has anyone heard of Devil May Cry 3? It's practically impossible to beat it on its hardest difficulty mode, due to the fact that enemies get God-like super-armor if you dont kill them within 5 seconds after they spawn. Plus, if you're really a perfectionist, try getting anything higher than a C rating on each mission. Also, some of the bosses, while having predictable patterns, had totally unfair health recharging that migh as well make you kill them three times in a row on a single life.
As for everything else that was mentioned, Demon's Souls is pretty brutal, but again can be mentally conquered with a pen and paper to write down where everything spawns. And Im honestly surprised to see so many votes for WaW. Sure, it was practically unplayable garbage on Veteran because apparently it's standard issue for German and Japanese soldiers to carry 658 grenades and throw 12 of them at a time, as well as having kamikazees ruah you every five seconds, but I didnt find it to be much worse than Modern Warfare's campaign on Veteran.
Oh, and fuck Guitar Hero III. The final guitar duel was bullshit: it took all of the skill out of the game and replaced it with complete random luck, as well as making the eighth tier songs completely unfucking playable for anyone looking for a casual challenge.