For me, it was those blasted Striders in Episode 2. I had to try again about 4 times, and even then I barely won.
Or those stupid Favelas in MW2. I cranked it up to veteran to give myself a challenge, but when those levels came around I had to start over 8 times from the same checkpoint, walk 3 feet, get melee'd rinse and repeat.
(User was banned for this post ("Post your, again" - Orkel))