Nintendo Hard/Tabletop Games

Examples of in  include:

Board Games

 * The Cthulhu Mythos board game Arkham Horror is extremely difficult. The randomly drawnly opponent Eldritch Abomination Big Bad changes a number of rules, monsters, and often has instant-kill conditions should the game end in a final battle. Strategy and teamwork is mandatory, random events and blind luck will usually ruin your plans, and it's all a Race Against the Clock. Expansions for the game generally exist to make the game ever harder, such as adding The Dragon or The Corruption to the mix. In general, you don't expect to win a given game, completely appropriate to the setting.
 * This intense difficulty can be avoided by using custom characters. Even if they themselves are not unbalanced, putting them together, each designed for a certain task (i.e. one is made to close and explore gates, another is combat, another is movement, etc), makes the game from something incredibly difficult to relatively easy - even beating the end abominations becomes a fairly simple task.
 * Betrayal at House on the Hill has many scenarios which are won or lost based on victory conditions. However, before the endgame begins, players have found items, gained and lost stats, and explored the house. End-games range from fair challenges to virtually impossible.
 * Battlestar Galactica the board game is extremely hard for a traitor game. Often favoring the Cylon rather than the Humans. More often than not the Cylons win.

Gamebooks

 * The Lone Wolf Gamebook series got progressively more difficult around book eight or so, but never really reached this level of madness...except for The Prisoners Of Time. In addition to the usual death traps and Random Number God bullshit, there were three extremely difficult fights right at the end. In the first, if you brought the Infinity+1 Sword from an earlier book, the boss' stats were nearly impossible to overcome. The second featured similar issues, regardless of equipment. And the third was on the next entry, giving you no chance to heal, and you started by taking unavoidable damage.

Tabletop RPG
"E. Gary Gygax: Heh, heh. Oh, man. The Sphere of Annihilation in the statue's mouth. That never gets old."
 * Several Dungeons & Dragons modules have developed reputations for being "meat grinders" due to the high mortality rate of parties attempting to tackle them.
 * The original Tomb of Horrors module more than qualifies.


 * As is Throne of Bloodstone, the module that has your party going to the layer of the Abyss that Orcus resides in order to steal his artifact wand.
 * And then there's the Dark Sun module "Valley of Dust and Fire" which details the city of Ur Draxa, home of the Dragon of Tyr.
 * The whole Dark Sun-setting was intended to be the Nintendo Hard among the D&D-settings (though Planescape is more or less on par with it).
 * And let's not forget just about any dungeon created by a Killer Game Master.
 * Or even created by a normal DM. D&D is exceedingly lethal even without active malice on the part of the DM, it's just more so with it, and more arbitrarily so at that.
 * A lot of it - especially the latest (as of early 2011) Monster Manual - actually isn't that hard, so long as you have proper pacing and a well balanced team. Which leads to conversations like "What, you wiped with that? The tank shouldn't have been touched, and the healer should have been able to keep the AOE mitigated!" "Yeah except we have three melee damage-dealing guys in hide armor or less, and our 'healer' focused all his skills in attacks with a little control and heals himself first and foremost." ".... Ouch."
 * Dungeon magazine was rather infamous for publishing these, as well. There was one that included a nearly-inescapable room-filling-with-sand trap, the goal for the adventure being impossible to achieve without the (level eight to ten) party members having a wish spell available, and an efreet that literally could not be killed. The only way to even get rid of the efreet involved summoning a 20th-level priest of Set who's been dead and trapped in an amulet for several thousand years, has his full repertoire of combat spells to blast the party with, and is in a really bad mood. Other adventures were even more deadly.
 * Labyrinth of Madness - not only are the monsters and traps extremely deadly, but to progress past certain points, you need to find magical glyphs, without which certain parts of the dungeon (mainly the entrances to new areas) don't even exist for you. There are twenty in all, and you're pretty much screwed if you miss even one. (To make matters worse, the original printing has a typo that makes one of them impossible to actually get, but honestly, most groups will give up before this actually becomes a problem.)
 * There was a comic book adaptation of the Labyrinth of Madness. The dwarven fighter was instant-killed off about 3 pages in, turned into a zombie and sent back to attack his friends. Says it all, really.
 * The Skinsaw Murders, a Pathfinder adventure path installment, is infamous for TPKs. Lots of ghouls, who's paralysis attack can be very cheap and very nasty, a haunted house full of unavoidable "Haunts", one of which forces you to jump out a window, possibly hitting the water some 50 ft below, or run outside into a flock of undead crows. And the final boss encounter...no. Just no.
 * Call of Cthulhu, the RPG, is usually murderously difficult to survive. Characters are at risk of death from a single rifle round, and many monsters deal enough damage that player characters who are hit have almost no chance to survive. The Corruption is killing you, your Sanity Meter is killing you, the McGuffin is killing you, the Tome of Eldritch Lore is killing you... They're not trying. They're succeeding.
 * Paranoia: Friend Computer would like to remind you that only Commie Mutant Traitors would say the Troubleshooters in Paranoia are given six clones because of the stunningly high death rate in Alpha Complex. Complaining about a 2% survival rate at one week is treason. This information is above your clearance level, Citizen; please report to your nearest termination center immediately or wait for your local extermination team. Have a wonderful daycycle!
 * Hunter: The Reckoning stresses its brutal difficulty in its fluff. The rules are not on the same level as Call of Cthulhu (tabletop game). However, if the Game Master decides to use the rules in the game lines for other supernaturals in the Old World of Darkness, the Player Characters are mayflies.
 * The Deadlands dime novel adventure Night Train is alternately referred to as PC Death Train. A locomotive carrying thirty nosferatu and a zombie conductor (and not one of those relatively easy to beat head shot zombies) will do that. Rumors that its writer John Goff gets a royalty every time running it ends in a Total Party Kill are officially denied, however.