Okage Shadow King. This odd little game had a nice little linear difficulty curve up until the point where it hands you your ass. My jaw dropped at how difficult a really fun game became so quickly.
Final Fantasy tactics had it's own little quirky difficulty problem. On the one hand, all the storyline enemies were fixed in level, but random encounters scale to your level. On the other hand, you really couldn't level up too much because your power and defense was directly tied in to what gear you have on. A level 99 character in lvl 10 gear will quickly get pwned on random encounters. TG cid is an awesome character, no doubt, but even he can't escape this reality.
I guess I can throw in Saga Frontier as well. An odd little game in that you can breeze through alot of it with no problem, but then they will throw in the random encounter from hell. Seriously, I've had random encounters that kill off my most powerful character in a single hit, and ones that have killed my entire party before they even got their turn. This is even AFTER you are able to easily kill every other enemy in the place.