I think Zelda 2 was quite difficult in a wonderful way, but it doesn't qualify to the "most difficult" list for the fact that it's quite possible.
Ghouls 'n' Ghosts was a contender for me for a while, but I did eventually beat it legitimately. And it's also said to be the easiest of the series.
But I will say that the most difficult game I've encountered is Target: Earth, on the Genesis. That game has remained, since my childhood, to be the videogame world's very definition of "difficult".