Oh god. I bought an NES to play Final Fantasy, and it came with Ninja Gaiden. I never managed to beat it, and always got stuck on something like the third-to-last level. Rarely have I played so frustrating a game.
I remember playing the Terminator game on the Master System when I was about 8, getting so frustrated by it that I rolled off the couch and put my back out for several weeks.
I got hold of it recently to see if it was really as hard as I remembered.