Quest 64, any boss you aren't on par with, but most notably, Beigis and Jade.
Legend of Zelda: Link to the Past: Sure Moldorm may be annoying but I've been dealing with arch movement enemies pretty much all my life. It's when you get to the third crystal dungeon boss that I find myself doing the WTF dance. The floor moves, the walls are spiked and shoot out at you, your dodging the mothera-like boss' attacks, and if you run low on magic good luck hitting him with your sword.
Megaman, more 2 than any other but still the levels tend to get a bit annoying. Like when you see a checkpoint just ahead and you go for the jump but on the other side of the checkpoint is a minion that pops you back and doesn't quite shoot you back to your ledge. Falld own the hole start over from the beginning.
Mario sky is fine it is those underwater levels that make me want to have that boy go back to plumbing.
Gradius III, I think it's the fourth level, if you played it the one with all the stone faces. Specifically I'm talking about the rotating pillars part.
Another Legend of Zelda moment, Ganondorf's light ball toss in Ocarina of Time. Sure it is alright but 1. You got to time them balls right, 2. It intentionally wears you down when he is doing some awesome goaly-ing, and 3. Don't run out of magic, need them light arrows at that part.
Yet another Ocarina of time moment, the Gerudo training grounds. In the end you get the ice arrows which is cool but this entire area is designed to be confusing with the biggest collection of annoying puzzles. Key maze, coin collection, timed coin collection, mini-boss fights, and eye of truth wandering.
Don't know why but when I was a kid I hated doing Super Mario World 2's last level. Simply because Cammack in the beginning of that level was speeding after your Yoshicopter and if she hit you once there was basically no coming back.
Finally we'll wrap it up with any time you had to fight Seymour in Final Fantasy X. The man's a menace.