Battletoads I can agree with and understand, but NES Rygar or Double Dragon? Both were easy games, Rygar was about as difficult as any Legend of Zelda game (the arcade version of Rygar on the other had was brutal). I felt like both Rygar and Double Dragon where HEAVILY nerfed from their arcade versions.
Current: Dark Souls PvP is the dumbest shit ever. People standing right in front of me backstabbing me, getting one-shot by unknown magic (literally, I don't even see it I just die, from full life to nothing), 2v1 even after I kill one of them they rejoin immediately and it's 2v1 again. Yeah, fuck Dark Souls PvP, I'm sorry. I tried to enjoy it, but quite frankly it's one of the most frustrating experiences I've ever had in a game. Ironically, whenever I am invaded I win, just not when invading others lol.
All time: Probably the original Castlevania or Ninja Gaiden, or the aforementioned Battletoads. Blaster Master was pretty aggravating as well. Ikaruga is probably up there somewhere, as well, only shooter in recent memory that caused me to chuck a controller across the room. Sorry, it's hard to pick just one. Honorable mention for X-Wing - some of those missions actually caused me to break things lol.