Mot from Shin Megami Tensei 3: Nocturne. It took me forever to figure out how I was supposed to even fight the guy and then he simply blows me away as if I was nothing. First time I didn't even get a turn, he started off the battle with six dragon eyes so he could maximize his magic with four makakajas then use mind charge then use Megidolaon...
Also, Abbadon from Digital Devil Saga 2. The boss himself is a bastard, but the worst part was that I had not figured out I needed to level everyone up until that point when Cielo (a character I hadn't used AT ALL) walks forward and starts fighting instead of Gale... there goes all of my wind and electric attacks as well as my buffs...
AND, (and this might be a cop out but who cares) Hito-Shura (or the Demi-fiend) from Digital Devil Saga... I'm not even going to try to write down everything about that boss fight that screwed me over