Back in the day you didn't have things like checkpoints every new area and unlimited tries. You only had 3 lives and you needed to make the most of them. And when you ran out that was it, you started from the beginning. Although there are some new games which are made to be very challenging (that might be another list) Nintendo had some titles that were notorious for their difficulty level. This was done to make the game feel longer and make the player feel like they got their money worth. Remember games were still $60 and you didn't have online play or dlc content.
Ninja Gaiden
This is a very fun game that is easy to pick up and play. But getting through all 6 levels was not an easy task. And a lot of it had to do with birds that would knock you out of the air mid jump and into a pit. You did have a decent life bar but the instant deaths in this game really added up. I remember finally beating it and how you needed to hold onto a certain weapon if you had any chance of taking down the last boss. Despite its difficulty you could continue at the start of a level and that really helped.
Ghosts and Goblins
Who made this guys armour? Why does it fly off whenever he gets touched. Maybe if he brought some better equipment into the field this game would be a lot easier. This is another infamous game for how difficult it is. The problem is you can only take two hits and how stiff you are when you move and jump. The game uses a dedicated jump, so when you are mid air you cannot change your trajectory. This means you need to plan ahead. There are power ups that do help a lot and you can get trying at the start of the stage as much as you want so it is doable. Just don't get upset when you beat it for the first time and find out what happens...
Contra
There was a reason the Contra code was invented. This run and gun game was relentless and a single hit had your character on its back. You only had 3 lives and you needed to avoid a lot of projectiles to make it to the end of each level. If you play with a friend it helped but this was still one of those titles you needed to play over and over before you got to see the end credits. Or just push up, up, down, down...
Ninja Turtles
I wonder where this game from. Turtles 2 and 3 were beat'em ups like the arcade but the first one was really unique. You did get to use all four turtles which helped but only so much. Not only was it hard to get through the levels but some of the stages were confusing that required you to know where to go to beat them. And who here remembers the seaweed in the water level? Has anyone ever passed that without getting touched?
Battletoads
This is known as the hardest game on the Nintendo and I cannot disagree with it. Most people will make it to the stage with the racing vehicles that they need to swerve between blocks. This has caused many of rage quits. But the pattern is the same so once you get it down it becomes a lot easier. But the game doesn't end there. What makes this game hard and unique is that every level has a different game play mechanic and you need to master all of them to beat the game. And there is no unlimited tries in this one.
Now that I think about it, I think I beat all these games... wow I am a geek.