Urban Reign: I have it, one of my favorite games I tell no one about liking. And yes, in harder modes, if you are not playing two player against overwhelming odds (see three, four, and five people), you will get DESTROYED (Guilty Gear style) because each and every attack, grapple, or movement has an active collision box that you can hit or get hit with.
Say, for example you are getting powerbombed, and another dude has a bat. Well that guy can keep on hitting you (with damage) without interrupting the throw. On the other hand, your friend can stop the thrower by hitting or throwing them in the process.
Add imbalanced characters (see Jake the wrestler supreme, Serious Samurai guy, PAUL PHOENIX and MARSHALL LAW, and the big enemies of the game) and your in trouble.
But, I got every thing there needs to be gotten out of the game, though.
KOF 99: Getting Kyo and Iori is hard as all heck, so kill quickly with A LOT of health left with fancy stuff (dodging, supercancels, etc.) and you can do it. I did. Just had a gift with k', Shingo, Kim, and Ralf appearing in each of my teams. Although, against K's team, I had Bao, Choi, Mai, and Benimaru(striker). In this situation, pick Mai first, not Choi (me). Don't get me started on the Krizalid teams. Don't. Those were miracle ownage moments.
SF2, all of them: My twin brother hates SF2 with a passion because of the AI/damage increase with difficulty level. Yes, he's an Alpha/SF3 type of player. These were very hard games (on hardest difficulty), but I beat SF2, SF2: CE, SSF2, and SSF2T on the arcades, two of them before middle school (first two I said). My favorite characters to use were Dee Jay (obviously), Guile, Sagat, Shotoman Player #2 (Ken), Vega/M.Bison, and Zangief. Most of those games were beaten with DJ and Ken, except SSF2T, that was with... Ryu, beating Akuma too (that happened a few weeks ago, on my PS2 without cheats).
Donkey Kong: The series is not too hard with some time on your hands (like, two weeks). Overhyped with the difficulty. Beat them.
Battletoads:
Before you play to beat the game, stop your friend from playing, because you will never win together (forget what you heard, its one player only to beat the game, see car level and climbing area).
Second, get you reaction time close to that of a hyperactive cat. Caffeine, speed, and crack helps (j/k).
Then, know that the beat-em-up part is your "break time" from the joystick-throwing frustration. After that, learn to bang you head on a wall or find someone to alleviate the stress (like, if you have a life, a girlfriend).
Then, repeat previous step after your first (immediate) loss. Know that this game wants you to become a failure at life (if you had one).
After that day of failure, continue the game until you win... someday...
But hey, I beat that game too. After doing the above process twice (once with life, girlfriend, and Caffeine, once without life, wall banging, and... err... Caffeine... that's it...

)
Star Fox: Easy.
SVC Chaos: Stupid, annoying, got through it with every dang character (even bosses and Mars People... ugh), sold the game like it was garbage.
FF Tactics: I love this game and other tactics games. Beaten them, too.
FF Series: Only played and beaten FFV, FFIV, FFVI FFVII, and FF.
All Metal Slugs: I'm a contra freak, I did these like it was just a day in the life. Contra 2: Hard (US version), now that's nightmares personified. Beat them all, including contra games...
MK2: favorite MK game besides Deception, have no problems with the inhuman AI. Hey, it's just like MUGEN, hard AI you need to make a fool of.
IWTBTG: THE DEVIL!!!!!!!! DANG YOU GIANT ZANGIEF!!!!!! But really this is what killed fan made 2D platforming games to me, cause after this, everything else started to become second nature in difficulty. Won normal mode, can't go without continues.
Kid Chameleon: The casual-famous version of IWTBTG in my opinion. Ditto.
G&G and SG&G: Found one of my favorite demon characters from this (Firebrand/Red Armeiter) So that's cool with me. The games are hard, seriously. Beat them, but dang they're hard.
Ikari Warriors 1&2: Dang them to Hell. Beat them. Hate them.
Ninja Gaiden 1-3 (nes): Hard in a mario-ninja way. Beat them, still like them.
Ninja Gaiden 1, 2, etc. (X-Box): Hard in a Devil May Get A Nervous Breakdown kind of way (all of them are harder than DMC3, which is a crime in of itself).
Guily Gear XX: AC: NOT HARD AT ALL. Then again, GG fan and active competitive user over here.
X-men: COTA: Love beating Akuma in from of kids going "Wow, he did that!" or something. But... MAGNETO is severely hard, and is the reason I am a fan of him today. Juggs, as I like to call him, is a pansy with a armor. Beat it, remembered the name "MAGNETIC SHOCKWAVE!"
DOA 4: Hard, but you get use to it... besides the boss... which is a translucent Kasumi... Beat it.
Final Fight series: Easy, beat it.
Super Mario Kart, or any of the other ones: Watch that Rainbow Road, people who get seizures. Not hard. Beat all of them.
R-Type Delta: Dang this to Hell too. Beat it. Hate it.
Tekken 5: Made me miss overpowered T4 Jin. Beat it with every character in the hardest difficulty, except Raven on easy... but who cares, right...

Superman 64: Rings, stairs, walls, glitches.... AAAARRRRGGGGGAAAAAAAAGHGHGGGHGHG!!!! *Transform into Hulk, or Super C-Cool, whichever comes first* Beat it. Really, I did... SERIOUSLY!
Power Instinct Matrimelee/Rage of the Dragons: Pretty good, yet similar games. The difficulty comes from the bosses. Beaten them.
The Adventures of Batman & Robin: Did finish the game, agree on difficulty.
Metroid, any of them: Hard, not impossible. Beat most, if not all of the 2D ones with best endings for each. Only beat Metroid Prime out of the 3D ones.
Lemmings, any of them: HARD!!!! Not rewarding either. Beat the first one, a few of the sequels, and the terrible paintball game.
Burnout Paradise: EASY. Whooped it cause most racing games that are
not simulation aren't be all, end alls in difficulty.
MMX: Easy as pie. X6-X8, on the other hand...
X6: I dare you to collect everything in your first run through. I'm going to do it next week. The game itself was not too hard (okay, some of it over did the hard). When I found out how much I needed to collect, I nearly fainted at how much I missed on the first stage alone. And I did rescue Zero, beat High Max early beat Dynamo, etc. All the rescuing crap was totally over the edge in this game. Beat it, despise it.
X7: If this was a movie, the camera guy would be fired, sued, and be getting hate mail. Good thing the developers did (should have). Bigger abortion than Devil May Cry 2 and Kane and Lynch. Beat it, platforming be F@#ked.
X8: Favorite X-game since... Mega Man X. But the first guy's stage needs to be taken apart for the bull crap you need to do. Beat it, loved it like a baby.
IKARUGA/Radiant Silvergun: Deserves its own hall of fame in this thread. Hard on tutorial, R-Type bad on easy, Contra 2: Hard mode bad on normal, IWTBTG bad on hard. And if it had a difficulty above that, forget it, I did not want to play it after beating hard mode. And this
is for a 1942 (the game)-type shooter!
N: N is for nightmares, forget what Sesame Street told you. I value time, and this game gives me none. HATRED FOR THIS GAME!!! This ninja ought to help me out with his crazy jumping skills in a game I call Jurassic Park for the genesis (more on that later).
Street Fighter 2010: The Final Fight [NES]: Beat it. Stupid. Hate it. Ken's descendant is a tool.
Pac-Man/Ms. Pac-Man [Arcade]: Eff it. Don't even want to play them.
Time Splitters 2: See, kids. This is why this game is always played as a multi -player game. The AI pretty much took the terminator approach, and became too dang accurate in their shots. Fight accordingly.
Mike Tyson's Punch-out!!: Patterns, baby, patterns! Beat it.
Megaman series(1-8): Great, beat all of them.
Never played some of these games though, need to check them out.