Pffft. TMNT. Pffft. Ninja Gaiden.
I played Amiga games (Old Skool in the hizzay!). Many of those games were made to torture young people who thought they were good at games.
Shadow of the Beast (1, 2, and 3 - #2 was ported badly to Genesis). Think of the hardest platformers you've ever played, now remove all those sissy continues and extra lives. One life, no continues, puzzles that insta-kill you if you do them wrong. Pure sadism, but visuals and sound that were years ahead of their time, like if God of War had come out in the PS1 era. The intro was a 30-second CG cutscene in the era of floppy disks and the NES.
The Killing Game Show (later released as a crappy port on Genesis called Fatal Rewind). Maddeningly addictive platformer with unlimited continues and the ability to jump into the replay of your last attempt and take over at any point. Sounds easy - except the cylindrical levels require absolute perfection in timing, puzzle-solving, and execution. Hours upon hours of levels, thousands and thousands of deaths, no saving or passwords to come back later. I left the computer on for 3 days and prayed it never crashed.
Turrican 2 (numerous weak ports/sequels on other systems) - a massive scifi shooter that obliterated the original Metroid in terms of visuals, gameplay and difficulty. It even featured a Gradius-on-crack ship sequence as a mini-level, all on a single 3.5 inch floppy.
The funniest part of all this was finding out after I'd beaten these games that I'd been playing them in PAL (european mode) on my NTSC TV... that means I was playing games meant to run at 50 frames per second at 60 frames per second, or 20% faster than they were intended.
Learning that was my proudest video-game related moment of all time.
On a side note, I still move 20% faster than everyone else. When I mow the lawn, it is EPIC.