Lost Kingdoms. I've never gotten so frustrated in my life over a video game.
I didn't really understand the "strategy" aspect of the battle system, so I was stockpiling cards in an attempt to win. After several hours of struggling, I managed to reach the king dude. After that fight, I just gave up. I would try to use my cards wisely, but I would always bottom out, run out of cards, and fail. It was horrible, and I don't even know how close I came to defeating him.
It stands as a blotch on my video game career to this day.
Wasn't that the Yu-Gi-Oh video game? o.o I think I played that....