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This is a master piece!

Two games that were bundled and a lot of people have (I checked and you don't, but I guess you can get them easily): Valdis Story: Abyssal City and Volgarr the Viking. I recommend you Valdis. Volgarr is too damn hard.

Dark Souls is one of my favourite games but I think there are games way harder out there.

Crusader Kings II--how do you even play that game?

I'd say give Volgarr the viking a try =)

I found Runers very difficult even on the easiest setting, it's basically The Binding of Isaac with some interesting twists that make it more bearable and less prone to ragequits because as opposed to The Binding of Isaac it has the "let's try again with a different race/class/spell combo" - that being said I suck at that genre. Royally.

The Jungle Book (NES) - levels of monkey-boss was really hard to beat for me.

Shin Megami Tensei 3

I have just recently started playing Hitman: Contracts and yeah, it's a hard game at its normal difficulty.

Ys Origin (In many ways, I've lost myself, and in others, it was too hard to pass from my lvl)
Borderlands (The first one was really hard for me)
Serious Sam Series
Ridge Race Unbound (Until now, still trying to learn how to drive)
and every single bullet hell game that exists. I enjoy Hardest games, and promise that one day, will try Dark Souls.
(Sorry for bad english as well)

Mafia 1. Even speedrunners tend to die on some missions, as in many shoot-outs the player not only is outgunned (you take as much damage as the enemies), but often has to babysit 1-2 companions.

The unpatched version of the XCOM remake (Enemy Unknown). Aliens had infinite sight range and could snipe the entire team in turn 1 with you having zero way to prevent it. RNG bullshit at its best.

Some random motor racing game made by Sega in the late 90s that I forgot the name of. The rubberbanding was so over the top that the main three opponents could do hairpin turns at full speed to catch up and overshoot you. Also, touching anything made you stop. It was the msot frustrating racing game I ever played.

Battletoads NES

Dark Souls.

Faerie Alchemist

I'd say FTL. Haven't even ended it on the easy difficulty xD

Adventures of Dino Riki on the NES.

That game can eat it.

Ninja Gaiden on the NES
Forbidden Siren on PS2

Hydorah is hard as hell but equally rewarding. Really reminds me of a cool arcade game with great pixel art, kick-ass music and some nonlinearity.

I'd say Bayonetta if you want to get silver/gold medals on your first playthrough: you'll lack experience (even if you played similar games), power-ups, weapons and the knowledge on most of the deadliest enemies.
If you just wnat to see the credits then you just have to account in for a tons of death and stone medals.

Recently I also found that The Evil Within on its normal difficulty (called Survival) can be quite hard, giving you few resources and having most enemies hitting you for quite high damage. Coming from the recent Resident Evil games will be like playing on hard (because RE got quite easy).

Banner Saga is also quite hard, and its mechanics are a bit different from other similars games so chance are quite high that you'll gets you ass kicked a lot already from the start thanks to that "combo" (new mechanics + quite difficult).

Contra...

Gremlins 2 on Game Boy, even harder than Journey of the light.

Scholar of the First Sin.

JA2 without save scumming. Wildfire for extra unfairness.

Ninja Gaiden Sigma - ps3
Pursuit force - PSP
Contra hard corps - Mega Drive
Ecco the Dolphin - Dreamcast
SNK vs. Capcom: SVC Chaos - Ps2

Ninja Gaiden, not even the Souls series was this difficulty.

Wings of Vi is eaisly the hardest game i have ever played. Beside that I am playing Dungeon of the Endless now on easy. It's not easy at all :(