Super Mario Bros. The Lost Levels and Super Empire Strikes Back when I was younger. Mainly the lost levels for its BS level design, but S. ESB had me put a crack in my SNES (That day I was in a pretty bad mood) that I fixed by replacing the top shell years later. Actually, both games were pretty much responsible.
First time I played Ocarina of Time's Shadow Temple had me pretty aggravated with the amount of Stalfos. Most people I knew were frustrated with Water Temple, but Shadow Temple was just outright infuriating, especially on the boat sequence.
Rayman on the PS1 was just an absolute mess. The level design was done by a mad scientist and there weren't ANY playtesters. THANK god they made it easier on the GBA version! As a kid I wasn't always getting frustrated with platforming games since I was just new to them and they were on the tough side for a few years, but still today if I run into a game with horrible level design it's not going to be a fun day.
I broke a monitor over Dota 2 and its awful community, frustrating gameplay, the works. That had to be the worst game I have EVER played. By this point I'm this close to just playing Superman on the 64 for the rest of my life if I ever see another game like that.
And of course there's the Pokemon games which can be frustrating if you play them too long.