Lemme see... Impact Crater from Metroid Prime. While it's relatively short, dying at any point causes you to start the entire thing over. This includes the last phase of the titular Metroid. The second to last room is a very annoying platforming segment that is filled with constantly respawning Fusion Metroids. Fusion Metroids can only be hit by the beam that their color matches and if you don't kill it quick enough, it divides into two different colored Metroids. Oh and the slow Ice Beam can't freeze them, even though it's effective. Remember how I mentioned it was a platforming segment? Yeah if you fall off of one, be prepared to take some damage from the red Phazon and start the sequence over again.
Air's Rock from Golden Sun The Lost Age. Extremely long level that involves getting to the top, getting to the middle from inside, and then repeating that last step again. The random encounter rate seems to be more brutal than other areas of the game. Enemies have really annoying habits of stunning and deluding your party. Don't expect to be able to revive anyone while you're there unless you level grinded or it's a New Game+, though o don't see why you would need to revive anyone there on Easy mode. The equipment you find is okay and Reveal is an extremely useful Psynergy.
Cold Hard Crash fom Crash Bandicoot 2 was awful for getting 100% completion. You must make it too the side route without losing a life, make it to the end of the route and back, and then finish the level and hope you didn't miss a crate. Oh yeah and it's an icy level. Fun.