Tough/Hard/Challenging Games have been around since the beginning of video games. Some times intentionally tough (Dark Souls), sometimes unintentionally due to controls, etc.
The masochist in most of us endure these games for a sense of accomplishment. Kind of like climbing Everest. Yes it's challenging. But, if you can conquer it, you can point to that achievement and say that you were good enough to do something you probably didn't think you could.
A few of the games I have personally played (and some I've even beaten) include
7th Saga (SNES RPG) - Known for its unforgiving encounters, both normal overworld and bosses. You have a good chance of dying on your first encounter outside of town. And some of the bosses level at the same rate as your main character, making their fights frustrating and sometimes luck based. Did eventually beat the game though.
Ghosts 'n Goblins (and it related sequels) - You will die... A LOT. Don't think I ever finished this.
So what are some of the toughest games you have played