There's hard as requiring extreme skill and there's hard as difficult to solve, needing time, patience and/or intelligence.
Either way, I'm pretty sure the answer is from 80's.
Ghouls 'n Ghosts is one of the legendary monsters of history of gaming. I had Master System version - considered one of easier ones - and never got far. I have since gone through the arcade version on emulator - cheating as much as possible: invulnerability, infinite lives, best weapon, emulator saving... and I barely could do it.
I'm pretty sure I (despite all of the above) died more than thousand times - in arcade game that in reality would've eaten coins.
And one of the top monstrosities in GnG is that when you reach the end... the game throws you back to beginning! Just before the final boss. It is much easier to go through second time, it's kind of New Game + but nevertheless hugely disheartening. (Also, you have to pick up the first chest at the beginning of game or you'll be thrown back again!)
The other kind of hard would be old adventure games. Police Quests were some of the most impossible without a walkthrough.
And Neuromancer, as awesome game as it is in some aspects, is so horrifyingly impossible that the makers themselves realized it at some point, because there's a certain huge shortcut. The cyberspace (which is half of game, aside real world) is divided to 8 sectors. In beginning you can get only to one and each sector has the way to get to next one. But there is also in 3rd or 4th sector a way to unlock all sectors and I'm sure they added that there thinking that otherwise nobody will ever finish the game.