Guilty Gear XX and its Story Mode paths. Some of the requirements are impossible to figure out on your own. Several paths require that you win a specific fight by time-up, with no sign you should. Jam's Story Mode hinges entirely on how you win the first fight (time-up, standard, or Instant Kill). One of the most horrible is Baiken - unless you defeat Anji with more than 30% health remaining, you're locked into her third ending. Several of the endings require you see a different character's ending before you can even try at them. Nothing in the game hints at anything remotely like this.
And then there all those unpublished move lists, with Mortal Kombat's whatever-alities being the king of this trope. The DBZ: Budokai series and it's successors are fond of this.
In BlazBlue: Calamity Trigger, to get Litchi's true end you have to do Arakune's storyline first. The catch is you have to make the right choices to get on a certain path there are multiple ways to, defeat Ragna with a distortion finish, and make the proper choice before the Arakune fight. To top it all off? You can't complete Litchi's story with the true ending at all without attaining Arakune's True Ending by encountering Hakumen in his story.
Calamity Trigger's story clearing as a whole is a massive mind screw. They even lampshaded it all in Ragna's post-bad ending omake in Continuum Shift where Ragna mentions how much it pissed everyone off.
Unintentional example in the Bleach DS fighting game series. Money can be unlocked using three passwords that are written on the touch screen, which in the second game are either an open jar, a pawprint, or a poorly drawn rabbit. For people outside of Japan, there's no way of knowing what the password is, as it was in a Japanese magazine exclusive. Furthermore, the game reads the markings on the screen with an incredible lack of accuracy. However, making random scribbles will actually count as having the password before even drawing it.
Soul Calibur 3 has forking paths in the story mode in the form of a Choose Your Own Adventure style story. There is exactly one path each character can take to see the true ending, the paths are not the same between characters, and there is no way to know what path it is unless someone's already done it. Furthermore, each fight gets progressively harder as The Computer Is a Cheating Bastard, and you cannot lose until you have beaten Olcadan. Make even one mistake on the path and you have to start all over.
SoulCalibur IV Tower of Lost Souls mode. It does provide you with clues, however many of the clues are so vague, and can apply to so much, that a guide is the only way to be sure of the requirement. Examples of such vague clues are "Use your ultimate attack without hesitation." This means to critical finish everyone on the stage, confusing because a CF isn't really an attack in and of itself, which is not obvious from the context. Then there are the clues that, even if you know what they mean, not much help is given in understanding how to accomplish them. Two clues on the same stage are "Become a shield to repel the blade," and "The best offense is a good defense." These mean that you should block 3 and 10 consecutive attacks respectively. There is no way that anyone would know how long to perform the required actions unless they were looking at the guide, as opposed to some other random amount.
Rumble Roses XX. There's a lot of Guide Dang It in this game, ranging from merely annoying to complete progress stopping, and most reviewers have already caught it all, so I'll just go over the big ones.
Title Matches: you would think that in order to get a title match, all you'd have to do is to fight so many people and win so many times until you get a shot at the belt. Unfortunately in this game it doesn't quite work like that: there are a few basic rules to getting title matches, but most title matches require that you're fight certain characters with other characters, with certain people either on or off your tag team.
Unlocking Characters: see Title Matches. In order to get certain characters, you're generally going to need to get title matches against them. For some characters, this is as easy as just beating up on people until you get your shot, however for most characters it involves having title matches as certain characters against certain characters. If one wanted character Y as a playable character, it isn't enough to play a title match against them, you have to be playing a title match against them as character Z. Not to mention there's the characters where you have to win X matches against them or LOSE X matches against them to get said character. And in the whole game, there's nothing like a hint system, a meter, or even in game dialog to let you know how close you're getting to your goal. Even the old arcade game Wrestlemania told you how many more matches you had until your title shots. Here you could conceivably fight and beat a hundred people and never get a title shot because you aren't fighting with the right tag partner in the right outfit and you didn't beat the right person the right amount of times.
The character strength and flexiblity system may as well not exist. Basically, when you add muscle, you get less flexible and submissions do more damage. You get more flexible by escaping from submissions, which lessens the damage you take from those holds, however the damage system is so iffy in this game: rather than start out at 100 for optimum health and go down to zero for no health, damage gauges start out at around 50, and go up to 120+ . Characters don't have visible stats or anything: beyond going up to each character in 2 player mode, and doing moves to random body parts until the numbers won't go up anymore, you have no way of knowing where or what a character's damage limit is. Nor is there a gauge or any set system for determining how flexible you are. You might be at 10% of your maximum flexibility, 80%, 100%, and you would never know, because there is nothing that indicates otherwise.
In Mortal Kombat, how exactly are you supposed to figure out how to do fatalities on your own? The time frame you're given to do it is so small, even if you know the command, and the exact distance from your opponent, you're still likely to fuck it up.
This seems kind of justified though in that during its original release it's an arcade game at its core and you would toss in a ton of quarters trying to figure out the fatalities.
The instruction manual for Mortal Kombat Deadly Alliance even suggests looking them up online. Not as bad in Mortal Kombat 9, since each character has at least one finisher already unlocked in their movelist, and many others can be unlocked in the Krypt.
Additionally: In Mortal Kombat Deception, how are you supposed to know where to find the chests containing the unlockable characters and their alternate outfits in konquest mode? There's no clue provided in the game and to make matters worse, some of them only appear at specific times during certain days of the month, so even if you explore every part of the map you won't be able to find them all.
Project Justice's branching paths in its story mode are rather obtuse to get. In particular, the Taiyo High story, you have to go through specific steps in order to get Burning Batsu:
1. Choose Batsu as your main fighter out of the 3 characters that are available.
2. Lose the first round against Akira in chapter 2.
3. Win the match. You can switch back to Batsu between rounds, and win subsquent rounds with him, but losing to Akira in round 1 is the only necessary part.
Cue Akira calling out on Batsu for not fighting at his best, and he ends up running away. He comes back 2 episodes later, went through massive training, and it shows.
The Tekken series is usually pretty good at averting this, but Tekken 2 contains a notable exception. To unlock Roger/Alex, you have to beat stage 3 of arcade mode with less than 5% health remaining (you can tell if this happens because the announcer says "Great!") Do that, and in round 4 you'll face Roger. From there beat arcade mode as normal.
Largely averted these days due to most fighting games having a built in move list on the pause menu, but in the arcade days, players would have to print out move lists from the internet and bring them just to know all of the character's abilities. Unlisted moves do show up every now and then though, such as Vergil's Sword Storm followup in Ultimate Marvel vs. Capcom 3. For those interested, it's a quarter circle forward motion and the S button while Summoned Swords are active.
Ultimate Marvel vs. Capcom 3 there's nothing within the game that tells you how character mechanics of Frank West and Phoenix Wright work. You'll need to get a guide or look up an online tutorial
WWF No Mercy had a feature where players could be a guest referee rather than a competitor. They neglected to include instructions in the manual on controlling a referee. Complicating things, the referee commands were done via the otherwise unused right arrow button. This was especially bad because players could end up having to guest referee during Championship Mode and then not know how to referee, thus making the match endless.
If you fail to get enough relationship points with the girls in Duel Savior Destiny you can still choose to enter the Mia route. However, this is in fact a shortened version that doesn't count for game completion. To enter the genuine Mia route, you need to have completed every other route first and actually have enough points with her. Duel Savior never lets you know that there's an actual route order you have to follow, so people who end up with that bad end are unlikely to understand why everything went wrong.
Super Smash Bros. Melee: Luigi had a very obscure and enigmatic unlock method. To unlock him, you had to cross the finish line in the first stage of Adventure Mode when there was a "2" in the ones-place of the seconds meter (3:12.45 for instance) and then complete adventure mode. Good luck figuring that out without a guide.
There's also an in-game bonus/achievement that gets awarded if you KO an enemy with Luigi's taunt, which is nothing more than Luigi giving a soft "aw shucks" kick that only does 1% damage. What is not told about Luigi's taunt is that it's classified as a meteor smash (a technique that sends an airborne enemy plummeting straight down with little hope to recover), so most players didn't think of using Luigi's taunt on an enemy trying to jump back to the stage's edge.