Outland demo: You have to gain the ability to go 'ikaruga' on blue and red stuff that damages you and comes in pretty tight streams. Also, the controls are a bit fiddly, and theere's the mario problem of jumping too far and falling into a pit. Three hits and back to start isn't terribly fun either.
Bioshock: For no discernible reason, a lot of plasmids lose effectiveness in the later parts of the game, even though you're still facing sploicers and big daddies. Also, hacking needs to go die in a fire; I spent half the playthrough hacking things so they wouldn't shoot at me or eat too much of my money,
Metro2033: Cheap deaths, cheap deaths everywhere. Serioously, your enemies instantly deduce your exact position and blast you full of holes. Also, I didn't know being russian made your skull so thick it takes several bullets to the noggin to kill you.
Red Alert 3 (xbox): RTS games are not, I repeat, not, a good fit for the console control scheme. keyboard and mouse required.
Dead or Alive 4: That damn story boss, the one whose smallest combo has 5 hits and take half your life. And of course she teleports.