Mama's House

From that list, I can recall playing six of them:

Contra
TMNT
Mike Tyson's Punch-Out
Friday The 13th
Ninja Gaiden
Mega Man

Of those six I remember finishing only Contra and Mike Tyson's Punch-Out. Mike Tyson was particularly frustrating and satisfying when finally finished. And I don't I would've passed Contra without the cheat code. As for the other games, I remember spending a lot of time with the Teenage Mutant Ninja Turtles on The Dam level. Such fond memories.

Outside of those games mentioned I didn't really come across any other frustratingly impossible games. It was perhaps because Darryll and I stuck mostly to sports games which weren't frustratingly difficult to beat. Unless it was me trying to beat Darryll in a basketball game that is.

A notable exception would be Smash TV and its neverending waves of swarming enemies, which Mehran has far fonder memories of than I do.