Generally no, unless it is bullshit cheapness. Recently, I was playing GTA V Online, doing a mission solo for Ron where you had to snag a boat. After getting in the boat, a helicopter is spawned and by the Gods I want to bitchslap whoever chose for that to happen. At this level, you have no access to effective anti-copter weapons (save for a lucky sniper round to the pilot). You can't try to outrun it, as the boat is open and the gunners will just pick your ass apart. I tried many times to gun it down, but near 1000 AK-47 rounds combined with however many sniper rounds I got in while it was coming towards me wasn't enough. I took out the gunners leaving only the pilot, yet somehow I was still getting shot by it despite the birdie not having any weapons. I tried killing the pilot, but the bastard just wouldn't die.
I overcame this horse bollocks via going into the Boneyard Survival, using that trailer as cover and going through the waves until I could snag the minigun and the Heavy Sniper. With those I was able to bring the helicopter down.
Legion said:
The only game in recent years I have remotely struggled with has been Dark Souls. That was frustrating enough to make me quit it within a few hours. I wanted to like it, but found it far too frustrating, especially as it doesn't explain anything, not even what half of the stats do.
Other than that, I play most games on the hardest difficulty I can from the start, and rarely have any issues.
If you look on the bottom of the screen in the menus, it tells of a secret button that will tell you all about the stats (for PS3 I believe tis Select but I haven't used it in a long long time). Dark Souls does difficulty very well, in most areas (there are many areas that are beyond frustration). If you pay attention to your surroundings, you can pick out most hazards and enemies. Lublub charging (i.e. running in like a berserker while screaming "LUBLUBLUBLUBLUBLUBLUBLUBLUBLUBLUBLUB") works in a lot of games, just not Dark Souls.
The best example of difficulty done right is Sens Fortress. You go in the front gate and see a switch on the floor. Step on it, and arrows fly from right in front of you. The first axe swinging traps are easily avoided and uncontested. The 2nd axe trap has a foe down the line shooting at you, which is followed by another floor trap. Then you get to the rolling balls. The first one hits an enemy, showing you these things hurt. After you get past the first section, you hear a loud scrapping noise, slowing you down so you get to see that balls have altered their path.
It also shows difficulty done wrong. One bit in particular is quite the dick move. The first Mimic appears in Sens Fortress, and will eat you. Floor notes can help, though I think the developers should have placed one of their own right in front of the fucker. Otherwise, Sens Fortress does a good job of difficulty.