The thread title sounds a bit like a game you keep on replaying just to try and finally beat it. I don't think I have any such game. If I can't overcome a certain spot in a game even after several tries and also taking a break in between, I tend to shelve the game completely or just watch the ending on YouTube, if I'm almost through. I mostly just play for fun, for the experience and the story, not primarily for challenge, and I don't have high incentives to prove to myself that I can do it, if it requires a lot of time investment and comes with high frustration.

It's happened that I reloaded my last save game more than a year later to give the final battle another try and eventually managed to beat it. But a lot more often I've given up on trying to beat games in the final stages, either because I was hopelessly stuck (Albion, ran out of ammo), or because I didn't have the patience for the final challenges (Aquaria, Marlow Briggs, the horrible jumping in Anodyne, the tedious labyrinth sequence in Gabriel Knight 2 etc.).

IMO, games generally get worse the closer they get to the ending; I guess it's due to a certain discrepancy between story and gameplay - with regards to the story, while you want tension, you also want the pace to pick up and finally bring you closure, but the gameplay tends to ramp up the difficulty in ways that slow the pace and draw out the finale with stuff I usually find tedious and frustrating.

Might and magic 2 literally took me roughly 20 years to beat. And I cheated (save states) to finally beat it. The last level is intensely brutal.

I still can't beat the first few levels of a bunch of the hard platformers like Slain. I just sick at those sorts of games. But they are still fun to play for a little bit.

Myst is another. I couldn't get past the beginning.

And I couldn't figure out how to play Crusader Kings 2 at all after 4 hours.

It too me at least a decade to win a game of Civilization.

I'm probably not very good at games. :)

Earthworm Jim 3D.

Fatty Roswell honestly seems impossible. His constant teleporting is nerve grinding and the damn pig is so annoying to control. And unlike him, you have health which you lose 20% of per hit. It would have been hard to just get the 100 globes.

That is probably the only game I ever quit because I couldn't get past something.

Sound like it might be a candidate for just starting over then, if you've missed critical clues and there is no reference to them in-game? Tbh, you're not really selling this one to me, if there are subtle but critical clues that can be easily missed and there's no journal feature to keep track of them. It sounds like the kind of game where you need to keep a lot of saves backed up, in case you happen to miss something.
Probably true and not just for those reasons. I think there can be a tendency for developers to focus on the first few hours, since it is very important to hook players in and often reviews are done based on just those first hours. Sometimes, later sections seem to get less attention, as fewer players will see them anyway. Also, there is more of a tendency for the player to get bored later in a game, as they will have seen most things by then anyway and that initial sparkle will have worn off.

After all, developers get paid based on people buying a game in the first place, not on how far they get into a game or how long they play it. But, I think it's very important to judge based on the whole game, not just the first bit.

Oh WC3. I love a RTS with a good single player campaign and interesting units and factions, and WC3 has plenty of those. (Good times when Blizzard hadn't caught the MMO+microtransactions disease.)
Unfortunately, while I love these games I don't think I'm particularly good at them. I have a tendency to turtle until I'm fully upgraded and only then make major attacks on the enemy bases. It's an acceptable strategy on some games but not so much on at least some missions of others, like this one.

I don't specifically remember the undead's last mission, but I remember one faction's last mission that was exactly like you said and it was a nightmare to keep up with wave after wave of attacks from the enemy bases AND sudden drops of... infernal golems? Something like that. Oh and HUGE demons. And the whole mission is "survive until the timer runs out". I don't really enjoy that. I'd much prefer to have a chance at repelling attacks until I can wipe one faction's base then go spreading my power over the whole map.

By that point I was resigned that I would never beat this level normally but wanted to see the ending and also get the feeling of resolution. This was one of the few times where I blatantly cheated in an RTS. Not an invincibility cheat, just a decent head start on resources that allowed me to upgrade earlier, crank out a larger army much faster and quickly replace units killed in every wave. It was still somewhat of a challenge.

Edit: Damn, I'm hearing the lure of reinstalling WC3... but I still have a huge backlog full of awesome games I never touched. Gaaah!

If watching a walk-through isn't good enough, this will be true, but they're PS2 games and save slots are probably limited.

The only one which came close was Quake 3 Arena played on Nightmare level against the final opponent, Xaero.

Yeah, also suck at RTSs, but Warcraft 2, Age of Empires and StarCraft and Brood War were among the games I most wanted to play back in the day. Pretty much cheated my way through WC2, was little then too, didn't care much; in AoE it was a lot of banging my head against it and ultimately usually failing; mix of cheating and banging head against it in the original SC; and really gave a good go at BW, being stopped dead a couple of scenarios from the end (Zerg campaign being the last), no way to win that one, but at least I had gotten that far fair and square. But then I guess I accepted I suck at RTSs too much and it's just a chore and AoE2 was my last attempt at a regular one, since I think I could basically just win one scenario of one campaign, any other attempts being just embarrassing defeats. WC3 came after that, but I consider it somewhat different, with some small RPG elements, heroes being so powerful, so I could win the human campaign and get to the last scenario of the undead one at least...
Only ones attempted, and actually finished, after that were I'd say atypical ones, Homeworld 2 and Kohan 2. Those didn't feel like a chore, the gameplay and the campaigns seemed to suit my skills and playstyle. And yeah, I also turtle and upgrade before attacking, hoping to just make the enemy break in wave after wave against my defenses, drain the map of resources, then be ready for the taking (assuming the AI doesn't cheat with infinite resources...), which in regular RTSs is often a recipe for disaster. But in those two I didn't even do that. Not that you can turtle in HW2, and in K2 there is some of that, and I did it, but you can also keep attacking and not even lose units as long as at least one unit of a squad is left alive and you can get them back within range of a town.

A few classic point-and-click adventure games that I played as a kid. Despite my love for them, this was pre-Internet so I could get stuck for months or even years and I couldn't look for a walkthrough.

Years later, I found these very same games again on GOG and I think by now I have finished them all. :)

I'm generally getting better at playing difficult games. For example, I thought I'd always dream of beating a single Touhou game (super tough vertical shooter series), but I did it close to hundreds of times.

But the games I couldn't beat come down mostly to rogue-likes. The prime example that comes to mind is Enter the Gungeon. You see, I'm capable enough to stand for several floors without issue (thanks to the aforementioned Touhou games), but I'll inevitably be shot down. Though honestly it's been a while since I last played it.

Speaking of vertical shooters, Twinkle Star Sprites. I made it to what I presume to be the final boss. But I always get sent back to the title screen before I even land a single hit.

Final Fantasy IX and X, not because either game was difficult but because both were so damned boring that I just lost all drive to finish them.

In terms of difficulty, Fester's Quest was up there. I'd likely have an easier time with it now but when I was much younger decades ago I had absolutely no clue on how to deal with it.

Ninja Gaiden on the Xbox was also a bit of a ball breaker, though I only ever played the original release and not the Black edition/version updated via Live all those years ago (because I never had an internet connection to update it during that time and I just never bought the Black release). The tradeoff being that the game was insufferable at times but it had a few game breaking mechanics to compensate for that fact. Even so, I just kinda lost interest in it and never really went back.

GTA III. Not difficult I guess, but my initial plan when I first played was: do the story legit, no cheats/etc. Some rough parts here and there but doable mostly. The big breeze block to the brainpan came in the form of my girlfriend at the time. She had an uncanny knack for calling me every time I wanted to play the game. Every. Single. Time. One day I made a monumentally bad judgement call and said "sure, I'll talk while I'm playing". At some point, and to this day I don't know how it even happened, I managed to start the game over from scratch while talking to her and overwrite my save data. When I got off the phone and realized what I'd done I was wrecked. At the time I'd been attempting the godawful ambulance side missions and was maybe 2/3rds of the way into the story (killed off the mafia, etc.) and at the time I was still in high school so I was already having to balance time against everything else just to have fun playing a game so I decided "nah, I'm not doing all that over again right now" and left it there.

Wasteland 2. I'm stuck at the final boss with no idea on how to beat it. Most of my guys are melee. On top of that, the final boss took control of 2 of my guys.