I remember playing Mega Man X6 with some friends of mine. We made our way steadily through the majority of the game, taking turns and trading off controller duties, but two of the last bosses, robots named High Max and Gate, took us all night to finish. Seriously, we spent probably about 5 hours trying to get past them, eventually taking a break to go to sleep for a bit and resume in the morning. The pattern necessary to defeat them was very hard for us to decipher, and even after we did figure it out it was so hard to execute that we couldn't get it until we had played through the fights about 10 million times. High Max had a very specific sequence of attacks you had to use, and it took us a loooooong time to get it. And Gate was immune to all your weapons--the only way to beat him was to get him to fire his tracking projectiles at you and then lead them so that they crashed back into him. Unfortunately, the projectiles did very little damage to him so you had to do it about fifty times to beat him, there were 3 different kinds of projectiles fired randomly and two of the kinds were almost impossible to lead back into him, the entire battle took place over a bottomless pit so if your concentration wavered for even a second you would fall to your death and have to start over, and finally all the platforms you had to jump between were just uneven enough that moving around the screen never got completely comfortable.
Perhaps we were all simply exhausted by that point and our skills had deteriorated, but those were probably the most agonizing couple of bosses I ever played through.