Prototype - some parts of the main mission are just annoying. When I enhanced the whipfist ability and had the attack on "e" that drove me nuts, as it made picking stuff up really, really annoying.
Dragon Age - I'm playing as a warrior, and my party is having warriors chucked at it. When I had 2 mages, things went a lot smoother. Heck, speccing the "dark" mage into healing has upped my survivability somewhat, but there's still annoying fights.
One of the tomb raiders - can't remember which one, but I haven't completed it thanks to a very difficult and annoying timed puzzle.