SMT: Devil Survivor.
Beldr.
Beldr, Beldr, Beldr.
Has an attack that hits everyone on the field for around 50 Mystic damage (your max hp at this point is likely between 160-240) and restores a significant chunk of that to his own hp. Also can deal some nasty fire damage to anyone who gets into a fight with him. And the only way to hurt him is by PUNCHING HIM WITH A CELL PHONE STRAP. And ONLY the MC can do it. And all other demons on the field are several levels higher than anything you've fought up until this point. And when reinforcements arrive, they make a priority of HEALING HIM.
At least SMT is sticking to their guns and not making the games TOO easy in this era.

Let's see what I can think of off the top of my head...
-Ratchet and Clank: A Crack In Time's Dr. Nefarious. I haven't fought the Up Your Arsenal version of him, but GOD DAMMIT I can't dodge his attacks. Compared to the other games, your weapons aren't nearly as awesome, and trying to stall him with Time Bombs is hard because he keeps moving. I haven't touched the game since he kept schooling me. (On a related note, the Hoverboard and sewer sections of the first RnC can stuff it up their arses for being so annoying to play through game after game).
-Wild ARMs 3: Survey Point #17. That stupid statue puzzle where you have to keep two statues from killing you and Maya so you can move along. What a pain to do.
-Jazz Jackrabbit 2: Hard Mode, Diamondus, both levels. SO. MANY. BEES.
-Aveyond 3: Gates of Night, final boss. What a bastard. He spams a painful lightning spell with which there's almost no protection against, and you can't party heal easily BECAUSE YOUR HEALER'S BEEN HYPNOTIZED INTO HEALING HIM EVERY TURN. I hope you have a poison spell/Spider Eggs handy, because it's the only way to erode his HP safely while healing your party.
-Lego Batman: Mr. Freeze. Just try to kill him without getting killed yourself by his freeze ray. I dare you.
-Lego Indy 1: Anything that has soldiers with explosives (Motorbike Chase and Pursuing the Ark come to mind).
-Pokemon Diamond/Pearl/Platinum: Cynthia. Garchomp. Solo Infernape run. It's annoying to get your stater KO'd and then sacrifice one of your HM slaves to revive it. An annoyance, but it doesn't stop the battle from being easy.
-FFTA2: Brightmoon Tor. Also "The Final Quest," the fourth and fifth teams will kill your party members repeatedly unless you use Adelle's Heritor skills to revive them.
-Castle Crashers: Industrial Castle. I died too many times on this stupid level. I cannot fight giant enemies or combo properly to save my life (my strategy usually consists of mashing the Y button like crazy).