I can't remember all the hard games, but pretty much any NES game will do. Maybe it's that we had trouble with the games when young, and so coming back to it later, you still think it will be ridiculously tough, regardless whether you've improved since then. Although theoretically your reflexes would be fastest when young.
Dino Riki for NES is ridiculously hard, but I'd say it's hard to the point of being unfair (either that or I'm terrible at top-down shooters). Legend of Zelda for NES is very hard since you have limited movement, your sword normally has short distance, and there can be a bazillion enemies coming towards you. I bet a million dollars I'd actually be good at Metroid for NES if it had the same freedom of movement (diagonal shooting, increased running speed, refined control, etc.) of Super Metroid. Don't get me started on Contra for NES.
I was so amazed once I finally beat Super Mario Bros. - in Super Mario Bros. Deluxe for GBC. I kept swearing that the Deluxe version was deliberately easier than the original.
For the longest time I had trouble in Pilotwings 64, couldn't pass the challenges. Then much later when going back to it, I was succeeding. I FINALLY understood how to use thermal vents to rise higher in the hang glider. Can you believe it, for years I didn't know how to use a thermal vent.
Come back to Wave Race 64 years later and it's pitifully easy. Maybe because I've played through Wave Race: Blue Storm and know how to ride the waves. I look back on the original and think "why was Southern Island a secret track? It's so easy!"
And in F-Zero GX, I found that a -little- more effort in challenges were all I needed to beat most of them. That might be more to perfecting my racing lines than anything else though. Then today I look at a video of a world record set in Super Mario Kart, and realize I'm pretty slow by comparison. But it also showed me what the SMK equivalent of "racing on the inside" looked like. Makes me think, then, that world records in any other racing game would look similar, where they get ridiculously close to the edges. Or in the case of the Mario Kart series, take crazy shortcuts.
But to this day I can't beat the original arcade Donkey Kong. I just want to smack the guy who said "you can't beat a [however old it is]-year-old game?" Dude, the games in the old days were hard! Not easy to control, sometimes unfair, and asked players to be pitch-perfect in timing!