God Of War lost me at that part where you had to push a guy in a cage up a slanted walkway while guys kept attacking you. I know, I know, there were places to set the cage so it wouldn't slide down, but no matter what I did, I could never manage to hold off enough guys and get that cage up to the top. The fact that I had to do that twice in order to progress made me give up. A shame, since the game was so much fun until that part.
A moment of triumph: A friend bought the Wii, and on it came Ghost n' Goblins. I flashed back to my childhood when I played that (and couldn't save, so I had to play it straight through...Grandma wanted me to spend time with her before she died, but you know...priorities) and that one boss, the giant centipede with the little larva and the hearts in the rock, the one I could never beat...I played the game to that part and didn't stop until I killed that mother fucker. Fuck yeah! Closure!
I will recommend, one of the most anti-frustrating games I've ever played is GUN. That, and Resident Evil 4, which is a game that seems like it would be more frustrating then it ultimately was.