Hacking 50 terminals in Fallout 3. It wouldn't be nearly so hard if I didn't have to get a frakkin' pen and paper out just to work out the arcane formulas that you need to work out just to get the terminal hacked. And you have to do this fifty times!
Brass Balls in Bioshock. Forget about the fact that you have to beat the game on Hard mode- I've done it before and it's doable, even if you save all the Little Sisters, which is what I did on that playthrough- but the fact that you cannot ever use ANY vita-chambers, EVER, makes it quite challenging.
Beating the bonus mission in Call of Duty 4 on Veteran. Seriously, just don't even try.
And finally, killing General RAAM in the original Gears of War on any difficulty other than Easy should be an achievement in and of itself. Unfortunately, you have to beat him on HARDCORE difficulty to get the achievement I'm thinking of, not even counting the achievement(s) you get for beating the whole game.