Ninja Gaiden, only beat the first boss because I revived when his guard was down and just wailed on him. Empire at War, I just cannot get a handle on RTS games, I can't imagine I'm doing anything so stupid that I get killed on the first mission. FFX, the dragon killed me so many times before I figured out how Rikku worked in the fight, & Rachet and Clank. Never broken anything in frustration though mostly because that nagging voice goes, "DO YOU KNOW HOW MUCH THAT COSTS?!?!"
Not many games have frustrated me recently, but I owe that to selective gaming, mainly knowing how other people react to it and deciding if I want that much stress.