Sometimes, but the ones that do it the worst to me are the ones that are presented almost childishly. Take Hammerfest (
http://www.hfest.net). This simple, almost childishly cartoonish platformer can drive me to fits, especially in the latest levels when I'm sweating bullets because I'm down to my last life and have only 2 levels left and... and so on, it drives me nuts I tell you.
Oddly, the games intended to do so, IE I Wanna Be The Guy, never do that because it's so intentional that the dying becomes almost too routine and boring. I will admit I got a little annoyed at the last level before the final boss (you know, with the rising platform and the "evil" switch) but after I got that level down I could almost do it with my eyes closed, and after that of course it was just the final boss. Well, I say "just" but yeah.
Another game that frustrated me pretty bad a couple times was Patapon. Those levels can be long and grueling and the time spent can really cut you when you die with that end post almost in sight.
It seems to me that the more I like the game the more likely I am to get angry if it stops me in my tracks with difficulty.