Roguelikes tend to be the first games that come to mind when this description is given. Games like these usually have some form of permadeath, countless ways you can die from taking the wrong step, and unfair odds stacked against you just to survive, much less win. But in my opinion, that makes those few times where you do win even more satisfying.

Of course, one drawback to this genre is that you can do just about everything right and still end up losing to a bad run of events...but they often make for good "I almost made it, but then..." stories. Sacrifices to the RNG don't always help, but persistence usually does. Usually.

I know not every gamer enjoys games of this difficulty, but for those who do, what games make up your go-to list? Feel free to list any that don't have any roguelike elements, as long as the challenging difficulty and fun factors are present.

Here are just some of mine, and not a comprehensive list, by any means. My list is comprised of PC games, some which are indie games. Games on other platforms are more than welcome! They're in no particular order, with varying degrees of masochistic brutality between entries:

Some roguelikes, and/or heavily influenced by roguelikes:

Nethack
Dungeons of Dredmor (This one's quite good for those new to roguelikes, as it's not as punishing as some others in the genre.)
FTL: Faster Than Light
Zafehouse Diaries (I've had this for a few weeks, and I have yet to win a game of this, much less survive for more than about three or four game days; if you've played it, you probably know why.)
NEO Scavenger (This game is still in development, so there's no "story ending" yet. It's still quite playable, and it's difficult to survive.)
Lone Survivor
Weird Worlds: Return to Infinite Space
Dwarf Fortress
Notrium

Dark Souls / Demon Souls (not quite roguelike, but the difficulty is definitely present.)

Entire Genre: Bullet Hell shooters. You shouldn't have to ask why these are listed.

Suggest your own, if you wish!

Touhou are immense

temple run

Ninja Gaiden Sigma 1 and 2 for the PS3(but not 3, that game was terrible). Especially on the harder difficulties.

Dark Souls and Demon's Souls, hands down.

Metal Gear Revenge.

Malicious for PS3.

Dark souls, DMC series with DMD difficulty.

DOOM on Nightmare mode. It truly is a nightmare.

Dark Souls and Monster Hunter.

- Iji on Ultimortal difficu- no better yet the unbeatable 'reallyjoel's dad' difficulty. so much win.
- Max Payne 3 on OLD SCHOOL or harder
- Sin and Punishment and it's sequel, Star Successor
- Fire Emblem
- Midnight Club LA on Hardest difficulty (Stupid LA Traffic!)
- Halo 2 on Legendary

I debated adding the original Teenage Mutant Ninja Turtles for NES to this list, but in the end I'm not sure how fun you can call a game you want to destroy with every fiber of your being by the time you're done being addicted.

^I agree on Halo 2. I swear I was stuck on the same mission for like three days straight. The Flood were especially bad.

Catherine has an insane difficulty especially. if you stay away from youtube and go for perfect runs. good luck though! then there is rapunzel

Shin megami Tensei Nocturne