Games for masochists
The title of this list is pretty self explanatory. One of my favorite things about video games, is the sense of accomplishment for completing a particularly challenging one. These are the games that take that concept a step further and require complete dedication of your soul, several broken controllers and probably more than a few burst brain cells from yelling at the screen, to truly conquer.
I'm only including games on this list that are difficult by design. Games that are broken by poor coding, glitches or other unfortunate things that would make you probably not want to play it in the first place, don't count. Also, I'm only considering the most difficult challenges in a game that the developers intend you to play (for example, credit feeding on the easiest difficulty for shooters doesn't count. If you don't unlock the True Last Boss, you've technically not conquered the game yet). Many games with maddening challenge have a care-bear mode to pull in sales for the less hardcore. This is probably why so many people enjoyed Ninja Gaiden, despite few of them having actually beaten anything above normal. Once again, artificially inflating difficulty in a way the developers did not intend, does not count.
Also, there are several games which have a reputation for being difficult, but I have not yet played. They may end up on this list in the future (Battle Kid for example).