Speaking of Metroid Fusion, we have the aptly named Nightmare. I still shudder at the very thought of that fight.
Also, at least two bosses from Battle Moon Wars provoked a "what the HELL!?" reaction from me.
Firstly... The party has cornered Roa and SHIKI. They tell them there's nowhere to run, they're surrounded, and there's no way they can beat all of them. And then... Roa and SHIKI do the goddamn Fusion Dance, resulting in RoSHIaKI, the half-ninja half-Gundam. I couldn't make this up if I tried. The first time I saw it, I literally just stared at my screen for several minutes before it sunk in fully. Too bad he was actually really easy to beat, but still... That one took me by surprise.
And then there was Gilgamesh. I expected Gate of Babylon. I was prepared for Enuma Elish. What I didn't see coming was Gil putting on a giant golden gauntlet so he could wield the Goldion Hammer. Seriously.