A few worth sharing..
Legend of Zelda - Majora's Mask: Clock runs out at the worst time. I always found myself getting stuck in some key areas, and that darn moon comes crashing down. It made me quit in a heartbeat (after the tenth try, I lied its actually too numerous to even mention).
Devil May Cry (series) - having to max out the combo meter, only to see it sink because of some off-screen enemy. I admit I can mix it up with the best of them, however those darn enemies love to show up out of nowhere. And just when you start to get a nice rhythm. Bam! They've got you knocked on your butt.
Halo (series) oh hey the ending.. yeah next game (does it ever end!?) When I divulged into this series, I thought it would find its wrap up point but it never really found one. It just goes on.. and to think its spread into a mini-series into other legacies. Seriously it was a neat idea, but how far can we really stretch it?!
Gears of War (series)- what happened? that's it!? c'mon. The game altogether was alright, but it was the letdown of the ending. Sure it felt solemn that everything fought for meant squat. Oh and it didn't resolve anything.
Sonic 06 - Some stages will just put you to the test. See entire game or visit any Sonic fansite to read of its great terror. (but a lovely soundtrack!)
Castlevania - Legacy of Shadows - blah blah... oh hey you're Dracula!? I don't know how to put this in honest words. I didn't like the direction they went with remastering the beginning of the legacy. But at least its expanding the CV storyline (or it pulled a Doctor Who all along)
Metal Gear Solid 4 - um not the end?