There were certain moments in Operation Flashpoint 1 which were fairly hard.
There was this mission where your squad was all dead and all you had was an M-16 vs. Soviet armor and infantry. Your job was to go to a point 2 or 3 km away and you only had 1 save.
I guess Hearts of Iron would qualify as hard, albeit I don`t think it is quite as hard as some people make it out to be.
I`ve tried to get my group of friends to play, but most of them want to play either SWAT 4 or (ugh) super smash bros.
A buddy and I even made a conspiracy to get other people to play, but we decided it would actually take a whole LAN session to teach. We had to jettison this plan.
Some of the adventure games in the 90s were super hard.Some of the puzzles were just extremely obscure and if you took a wrong decision mid-game, the game would still allow you to progress even though you were missing a crucial element. And so you would die again and again, only to find out that you had to restore a saved game and absolutly have this crucial element.
Plus extremely obscure puzzles. Clock puzzle from Gabriel knight, anyone?
https://www.youtube.com/watch?v=DN0MtIp-Ccg