Putting aside fighting and rpg games, a couple from the top of my head..

Dark Souls 2 
GTA 3 & Vice City - Mission npcs were savage.
Diddy Kong racing -  @$# every boss in this game.
Donkey Kong 64 - That Donkey Kong mini game takes the cake.

Ninja Gaiden on the Xbox.
Once you press Start, that's it. You're fucked!

Ornstein & Smough in the first Dark Souls game are a boss I will never get good at no matter how many times I beat them. Said boss is a sudden difficulty spike in the middle of the game while the areas before and after are a bit more tolerable. 

Undertale

And I don't think I need to explain where.

Grand Theft Auto 3 definitely. The first third of the game is ridiculously easy, the second third felt balanced enough but the last third of the game just becomes an insane mess.
It doesn't help that the lock on system is really crappy, even for it's time.
By all means I'm not calling it a bad game, it more than earned it's good reputation, but the high difficulty and terrible lock on system easily are it's worst fortune.

Grand Theft Auto San Andreas has it's fair share of frustrating moments, as well as almost every single Tony Hawks game.

Also want to throw Kingdom Hearts in here as well. The game itself is fine but the optional boss fights are absolutely insane. If you even stumble across them unprepared you won't last a single minute.
Even if you rank Sora up to level 99 you still need a stratagy guide right in front of you to even stand a chance! God damn!

Valkarie Profile: Covenant of the Plume. Tutorial starts of pretty easy and first mission is a breeze. After that, it's hell. Really challenging fun hell, but hell nonetheless. I beat it 3 times, so I don't know what that says about myself.
That and Earthbounds Fourside boss can go suck it. The enemies leading up to him deal so much damage, it feels like I have to grind really hard just to see him. Then you see him and it feels like he has never ending health.

Bangai-O Spirits

You first go through this hilarious self-deprecating tutorial, with all these stages that're super easy and make you feel like you're invincible... like you could take on the world! Then you reach the last tutorial stage, the first real taste of what this game is really like... and get your ass handed to you REPEATEDLY.

Provided you actually get through the last tutorial, you start playing the normal stages and HO...LY... HELL...

Turns out the entire game is just one HUGE difficulty spike, hellbent on punishing you for even THINKING you had a chance.

Prince of Persia: The Sands of Time. No discussion about it.

Jak II has a crap ton of difficulty spikes all over the place. If you had expected a normal "not too hard, not too easy" mission based game with GTA-ish free roaming, then have fun getting curb stomped through the ground and all the way to Chinatown.

Mother(Earthbound Zero)

Rise of the Tomb Raider had a nasty habit of letting you run be sandboxy and stealth stuff like crazy and then they would throw you in a bathroom stall with 4-20 enemies rate you 5 star most wanted, lock the door behind you and say "good luck"

Call of Duty World at War: on Veteran the beginning and ending are actually really easy for a Veteran run, as soon as you got to the middle and the AA guns the spike was ridiculous, full circle grenade indicators for everybody!

Zombies Ate My Neighbors (SNES) has quite a few... Usually they're levels where minibosses (like the chainsaw maniacs in Level 4) or regular bosses appear (giant baby in Level 8 is an infamous one.) But I consider Level 20, with it's three sandworm bosses to be the most egregious; As you obviously can't hurt em while they're underground and they only come up very briefly to chip away at your health. A monster potions makes them a snap to beat, but monster potions are the very kings of "too awesome to use" in this game.

Fantasy Life (3DS) was a game that was panned for being too easy, it was designed for all players to be able to finish the game, including players who choose non-combat jobs to spec in. Given this, you can very easily tear through the main story by choosing one of the four combat jobs to specialize in. The Devs must've took this criticism to heart when they released the Origin Island DLC, because it's hard as a brick; Monsters can kill level 50+ Legendary Paladins in a few hits (With their hero gear that provides insane boosts to HP, no less!) My advice: "Bring plenty of Life Cures with you to Origin Island."

F-Zero GX (GC) has them all over the goddamn place in Story Mode. The Standard Grand Prix at it's hardest is probably the equivalent to Story Mode at it's easiest! It's the reason why those 9 missions will probably take you a very long time to beat. (BTW: If you aren't near an F-Zero AX arcade machine, the only way to unlock the AX racers is to finish all missions in Story Mode.. On the hardest difficulty!)

Shantae: Half Genie Hero had a section at the end that was a real pain in the ass, a tight corridor with spikes on the top and bottom that instantly send you back to the last checkpoint if you scrape em. Took me about 10-20 tries before realizing I could use the monkey form's special power to easily go through the section, but still, imagine trying to do that 10-20 times with the Harpy transformation.

Dragon's Dogma, on top of the initial difficulty wall in the beginning (if it is your first time playing it, don't turn on hard mode even if you love Dark Souls,) there is a painful difficulty spike for when you finally confront the dragon. And how you define your party can make it even worse. (Do note that I'm strictly referring to your first time through and without a guide. If it is your second time playing Dragon's Dogma, even when back to a low level, it isn't so bad.)

I've noticed for sim racers that super cars tend to be a pain in the rear. With sport cars, they are so underpowered for their handling that so long as you know what you are doing you can take turns pretty hard. Then hypercars go so fast but tend to be actually designed to go that fast that it isn't much of a problem (so long as you are on an actual race track and not some back road that won't let you go all that fast.) But for some reason, supercars seem to be too powerful for themselves, making them a pain in the rear to drive, save a few like the GT-R and Corvette.