Zelda 2: The Adventure of Link. Beat it on original hardware for the first time maybe 10 years ago. It’s probably the hardest game I’ve ever beaten in my collection, especially those final few dungeons. It gets brutal hard near the end.
It took me years to beat. You just gotta keep grinding through it. The Japanese version is a little easier, because it lets you choose your stats when leveling up. In the American/Western releases, you could only level up what the game had selected for you. It’s called the black sheep in the series for a good reason. Oddly enough, it’s in my top 5 favorite Zelda games mainly for its difficulty.
Actraiser 2 on Hard. It didn’t seem that bad back then, but I recently tried replaying it – couldn’t beat a single level anymore without save states. I dunno how I had the patience back then…
It’s a legitimately great game, though the first one might be even better.
WeaponLord on Hardest.
Super Empire Strikes back on Hardest
R-Type 1,2,Delta on hard
Streets of Rage 2 on Mania
Ninja Gaiden Black (if that counts as retro)
Ghouls and Ghosts on SNES… or rather I beat the first run, and then it forces you to play a second run, and I died
Greatest fails, games that beat me
R-Type 3 (the only one in the series I could never beat)
Final Fantasy 4 and 6 (loved them, but couldnt beat em)
Resident Evil 1,2,3 on PS1 (never even got past the first hour in either)
Command & Conquer Tiberian Sun and Dawn (needed save states. Lots)
Shinobi 2 and 3
Super Mario Kart (couldn’t beat Star Cup on 150)