Well I was about to rage today when playing Vampire the Masquerade: Bloodlines, I decided to create a tank character, so I arrive at Giovanni mansion and kill everyone with my bare hands. After I finish my massacre, I try looking for a key to open a locked door, but looks like the only way to open it it's either lockpicking it (I don't have the necessary skill) or asking someone for the key (I guess smashing her into a pulp doesn't count). So I'll have to reload and do it again in a more peaceful un-character like way.
Soul Reaver, the many rooms in Zephon's lair containing boxes that you have to put in different holes in different ways to solve the puzzle, those rooms always filled with ever spawning Zephon's children, the only way to stop them is to impale them and not consume their souls. Between solving the puzzle, fighting the creatures, and having the patience of a 13 year old kid, I pretty much raged for an hour while doing that puzzle the first time.
That and the boss battle with Rahab, instant "death" water plus tricky controls don't mix well.
S.T.A.L.K.E.R. guns accuracy, although I've gotten better with it, it's still a bit off. Also, it doesn't help that when I shoot anyone, they gain inmunity to any kind of damage while they're doing their "hurt animation".
And well, Metal Gear it's fun and all but I feel it's more Tactical Backtracking Action than Espionage Action.