The Oddworld games has literal bats. Made all the more stranger as the design for every other monster was an alien creature except for the bats. Of course, the bats primarily appear during tricky jumping sections and could kill you in one hit.
Ghostbusters (2009) has animated stone cherubs in the final level. Flying stone cherubs that hover out of reach of the only weapon that can kill them, then rush in to hit you faster than you can react (and cause a knockdown). They also like to shoot flaming explosive arrows from a distance. And attack in swarms. AND to get past the area where you first meet them requires you to slam them against a gate three times to get past, otherwise they respawn forever. The only explanation is sheer misanthropy on the part of the developers.
Worse than them are Possessor Ghosts. As the name implies, these ghoulish former-beauty queens (who prove once and for all that beauty really is just skin deep) can take over the bodies of any human they come across, turning them into fairly dangerous attackers and forcing you to switch to the slime nozzle and hose the victim down until you wear down a health meter. Only after they abandon their current hosts will you have a shot at the ghost itself, at least for the ten seconds or so they'll erratically fly around before grabbing a new host. Now this would be bad enough but when they say "any human" can be possessed they mean "any human"....including the other Ghostbusters. So you end up with a swarm of annoying enemies who can cut off your vital backup at any moment.
Cougars in Red Dead Redemption. The can appear just about anywhere on the map, and attack incredibly quickly without much warning. If you're riding your horse, the couger will kill it with one pounce. If you're on foot, it can kill you in two (the first pounce will put you on the ground with critical health, where the cougar will simply nail you again to finish the job). Even with the super-cheap Dead Eye ability, a cougar attack has a decent shot at taking you out. Oh, and some areas are so thick with them, four separate cougar attacks in quick succession is not at all uncommon.
Thought it might get better in Free Roam? You're dead wrong. Now, Cougars only need to swipe at you once to end you. Worse yet, Dead Eye is less potent than in single player, so saving yourself by snagging a slow-mo headshot is no longer option. You probably won't have access to your late game cougar killer of choice either. And you have challenges where you have to hunt down packs of the things. Have fun.
Snipers, grenadiers, and Elite Mooks in Syphon Filter. The first kill you in one hit with a headshot, the second insta-kill you with their large blast radiused grenades the moment they see you, the last cause your Danger meter to instantly shoot up (especially on Hard mode) and have near-perfect accuracy.
Guardians from Uncharted 2 can take an armory's worth of bullets, are incredibly fast, have powerful melee attacks, and are armed with high-damage crossbows. If you meet a group of them and can't focus on one and steal its crossbow, forget it.
In the Mega Man Legends series, the Reaverbots seem to have quite a lot of Demonic Spiders among their ranks, but SPECIAL mention has to go to the Sharukurusus, and extra special Demonic Spider bonus points have to go to the particular variety found in the Lake Jyun Sub-Gate of the first game. Now, normal ones are pretty nasty: they move extremely fast, take large amounts of damage for a normal enemy type, rarely flinch or get knocked over even by explosive weapons, have a rush attack that covers large amounts of ground and ends in a spinning drill-claw that can deal multiple hits, and always appear in groups of at least two. That's bad enough, but the Lake Jyun variety are invisible until they perform their rush attack, disappear almost IMMEDIATELY after executing it, and can only be tracked by the sound of their footsteps and the tell-tale metallic 'BEE-BEEP' all Reaverbots make. Then there's creepy music playing the whole time that you're dealing with them.
In the same Sub-Gate, after said room you run into an apparently empty hallway, with what looks like floating water on both sides which are filled with reaverbots. Suddenly, the Reaverbots start jumping out of the walls, open their mouths and shoot ranged supersonic lasers at you that are impossible to dodge. Even a game guide says to just OUTRUN them because you'd die in seconds if you stay behind. They are visible unlike the Sharukurusus above, but they could shoot. At least with the Sharukurusus, they needed to get in close to do damage.
Syndicate snipers in Oni. Fragile and complete wimps in close combat, they are also always armed with Mercury Bows. A Mercury Bow is a) the only hitscan weapon in the game, b) pinpoint accurate, and c) deals a horrendous amount of damage and knocks the victim prone. They also have the best visual range of any mooks and almost equal to yours, meaning that they will shoot you before you know they are there.
Star Wars Battlefront II has the beloved Bothan Spy, which has a close-range "Incinerator" attack which will eat up your health in 2-3 seconds. It can creep around and sneak up behind you with its ludicrously-quickly-recharging invisibility, which shows absolutely no trace of the Spy, not even a distortion like the Assassins in F.E.A.R.. Though it needs to switch this off to attack you, it always attacks from behind, and your allies will ignore it to shoot at a tank 200 meters away. It can also regenerate health over time, and is capable of passing this ability onto other Rebel soldiers. The Bothan Spy's one real weakness is that it's got miniscule health and no long-range weapons, so if you see a visible one or manage to escape it, you can kill it easily.
War on Terror, a Flash game with pacifism in mind, has you kill terrorists, and only terrorists; killing a civilian will turn civilians into terrorists. But all the sprites are just stick figures.
Space Marine is full of these. 'Ard Boyz and Bloodletters aren't much of a problem when encountered in twos or threes in an open area, but there are points in the game where you are swarmed with them in enclosed spaces and your meltagun is your only hope.
Not to mention Nobz, which appear in the game long before any solid counter to them becomes available. The only easy way to deal with them is use Fury, which renders the ability Too Awesome to Use elsewhere.
Splinter Cell has PLA soldiers, which can kill you in 3 hits even at full health on Easy mode, can take a lot of punishment, and sometimes have flashlights attached to their helmets making hiding in the dark useless against them.
Chaos Theory has the thermal goggle Displace soldiers in Bathhouse, who can almost always see you no matter where you hide making getting 100% stealth in the level extremely hard, are immune to tear gas thanks to the gas masks they have, and can also kill you very quick.
Double Agent has the guards in Okhotsk who can see you from miles away even though you are in a blizzard and have snow camo, usually set off a alarm the instant they see you, and you have to knock out or kill a certain number of them to finish the level, making getting 100% stealth in that level A PAIN.
Gears of War (and especially its sequel) have plenty of these things. First and foremost among them: Lambent Wretches. Small, fast, and nasty enemies who come at you in swarms, are able to shrug off more damage than their regular friends, and when they die, they explode. Oh, and they have a fairly powerful melee attack, which can usually drop you in two or three hits. And to top it off, the damn things are noisy.
The ridiculously huge Boomer Locust. On one hand, they're basically walking tanks whose rockets can tear you apart in a single good shot and who can take two Longshot bullets to the forehead before dying...but on the other hand, the "Boom!" noise they make just before they fire is so awesome.
Theron Guards. At least, the ones with Torque Bows. If they catch you out of cover for a second, thunk-tink! You'll have just enough time to utter your curse word of choice before being reduced to giblets.
Gears 2 has Kantus priests, which are tough-as-nails (as in, direct hit to the head with a damage-boosted Longshot round won't kill them tough) extremely agile, and are armed with both Gorgon Pistols, which do tremendous damage, and Ink grenades, which are poison grenades that are tailor made to force you out of cover. On top of that, they can resurrect fallen Locust soldiers, knock you on your ass with a sonic attack if you get into melee range, and can summon Tickers, which have this nasty habit of popping up right behind your cover.
In Horde mode, it's most definitely the Cyclops. There are plenty of enemies that can one-shot you here, but they all have distinctive noises and appearances. Cyclops look pretty much exactly like every other Locust footsoldier, except that they have Lancers, and will chainsaw you if you get close to them. Unless you pull out your chainsaw yourself, in which case they will shoot you to make you flinch, then chainsaw you.
Reavers, especially in the sequel. In Gears 1, they only appear in the last level and fly alongside the train attacking with a turret gun. In Gears 2, the zig-zag too quickly to hit easily and frequently land; now they have rocket launchers that kill you instantly with a direct hit and stomp you to bits if you get too close. They're tougher, too.
Gears 3 brings us Armoured Kantii, which are... well, Kantus Priests wearing heavy armour. They don't have grenades, but dual-wield Gorgon SMGs and have a lethal roll attack thanks to the spines on their armour. Oh, and there are only three ways to reliably damage them: explosives, fire and shooting them while they perform their revive scream. Have fun.
Tempura Wizards, whose main attack is to to turn you into tempura. If that happens, they'll proceed to chase you (and they can run faster than you too), and will One-Hit K.O. you... by eating you.
Jitterthugs have two modes: One is immune to ranged attacks (and will sit back and shoot you), while the other is immune to melee attacks (and will rush up to beat the crap outta you). Both can take a lot of life off if you let them control the battle.
Perhaps unintentionally due to it's Dynamic Difficulty making to game quite difficult on even the easiest skill level (This mostly affects the PC edition), in Max Payne 1, Shotgun-wielding thugs had the annoying tendency to score a deadly hit on the player, especially if one was caught outside of Bullet Time. Grenadiers required a degree of memorization as grenades are a One-Hit Kill within a certain range, and death could only be avoided by entering into a shoot-dodge at the right moment (but this left you near-death, which is still a big drain on your pain-killer supplies).
Starting with its fifth mission, P.N.03 has robotic spiders that can latch onto you and self-destruct, and they usually come in groups. Even worse are the WeissBurkes, who are very durable, dodge back and forth alot, and when they get in range, fire deadly lasers that are difficult to avoid.
Inversion has Slave Owners, most of the time they're shielded from damage and will keep on sending slaves after you, some of which are carrying bombs and explode on contact, you'll likely use a lot of ammo just to kill the slaves before they overwhelm you, and on top of that, they have a fire whip attack which has pretty good range and does a lot of damage. They also have Gravitraks which they will periodically try and stun you with(which is the only time they're shields drop) so they can whip you to death, to say fighting thme is a frustrating experience is a massive understatement.
Sappers in Tomb Raider start off as Goddamned Bats and make gunfights frustrating by forcing you out of cover with their ludicrously long-ranged and accurate molotov cocktails, exposing you to enemy fire and disrupting your attempts to aim and shoot back. They become full-fledged Demonic Spiders once they start carrying dynamite, which makes them lethal. They're not particularly hard to kill if you can get a shot at them, but with the way mooks use cover it can be very hard to tell them apart from the normal mooks until they go to make a throw. It's immensely satisfying when you can nail one when he tries to throw, making him fumble his dynamite and blow himself up. There's even an achievement if the blast takes out more than one mook.