Zone of the Enders 2. I think there's something within the sequels programming that reads the original ZOE on the memory card and says something along the lines of "Alright, you've finished that 'un then. Lets see how you do on this!!"
And this is only on normal mind you! I find that first scrap with Leo's Vic Viper is exhausting and frustrating, not to mention the second time you fight Anubis. This is one title I won't try on hard or extreme.
Metal Slug is bags of fun but it'll always keep enough of the enemy coming at you, so that at least ONE alone will kill you out of the entire hoard