The final boss of Lost Planet 1 on the hardest difficulty. The last stage is so different from the rest of the game and the boss is retarded. Sooo powerful and the fact that your health constantly drains doesn't help matters at all.
I love boss fights but this one pissed me off as did one against a massive spider tank thing, its been 5 years at least since I played it so, I'm a little fuzzy on the details.
Snorlax and Pikachu in Dark Souls took me a while to defeat solo as did Four Kings. Both battles taught me a lot about adapting my play style depending on the enemy. Having a few weapons to consider etc The fact that I'm still playing DS just to try new builds is a testament to the game's design, combat in DS just keeps me coming back.
As a huge Ninja Gaiden fan, I can relate to people's Alma woes, Ninja Gaiden 2, great as it is to me, has much tougher (cheaper haha) bosses in my opinion though. Alexei, Elizabet and Dagra Dai all piss me off from time to time. They have some really difficult to dodge grabs and projectiles.
Ramble over