While playing Max Payne 3, I found myself repeating several levels upwards to literally 30 times because the game just gets unbelievable hard if the AI starts pulling some bullshit- which happens quite often.
I recently replayed Bully:Scholarship Edition, as it's been a good 5 or so years since I've last touched it. For the most part, the game was rather easy, but several levels just made me want to honest to god end my life. Apart from that, the game crashes every ten minutes, and you have to travel across half of the map to go save. I had many unpleasant experiences with it, but I still did beat it.
I play a decent amount of Hatred in my spare time, and I've been fucking around with it for the last two years, but holy fuck is that game hard on the higher difficulties. I thought it would be pretty easy, but the literal onslaught of police and civilians ramming into with their cars is a fucking mess.
But, in all honesty, I think one of the hardest games I've recently played would be Spermination (I'm not joking). When pitted against up to 1000 other literal sperm cells, fitted with armor, lasers, missles, cluster bombs, and then shit on the wall that shoot lasers at you- and on top of that, whenever you hit the side of the vagina you start over, and not only THAT but you have to buy all your equipment at the start of the level and you have a limited amount of money, AND to become a baby you need to be the first sperm in the egg out of, at times, 1000 other sperm cells.
But yeah I'd have to say the hardest thing I've ever played would the Civilization Stage in Spore.