The final boss in Die Hard Arcade, he is rediculous.
Every level on Robotron that features nothing but spheroids and quarks. Actually, every screen on Robotron past the first Quark stage, but especially the spheroid/quark combo stages.
Turkey March in Pump it Up. I can pass it, but I have to do it as my first stage or it will boot me off, but I am ready to pass out when I am done, so my game is over either way. Also, any song in Pump it Up that requires you to use hands in addition to your feet.
I find the default high scores in Star Wars Trilogy to be really irritating, even 50th place is essentially unreachable. I have been playing the game for YEARS and I can beat the game on one man with 100 percent life left having shot close to 100 percent of the opponents and I STILL can't even make 50th place.
Any situation in Defender or Stargate where you have a pod on the screen and don't have any smart bombs.
Wasting money playing a $5000 Ultracade with crappy $4 joysticks that always go diagonal when you have GOOD joysticks at home (My Ultracade Robotron high score is 190,000, my Multiwilliams one is 900,000).