Just when you're having fun managing an army... these guys show up to dry up all the fun.
Note: Final Bosses and Wake Up Call Bosses are not to be added unless they're overly difficult by their standards. Bonus Bosses are not allowed; they're optional and have no standards for difficulty.
If you are trying to keep every character alive while playing a Fire Emblem game, good luck if you're up against a magic-using boss with an extremely long range spell such as Bolting. Sure, it only has five uses, but that's enough to get your characters' HP low enough so the boss's underlings can pick him or her off before you get the chance to have him or her heal. This is notably annoying during one chapter of Ephraim's story in The Sacred Stones, if only because the chapter consists of moving your units in a spiral-type formation until you reach the boss. Just be thankful that the bosses don't usually move.
On Merciless mode: Gomer in Chapter 2 and Hyman in Chapter 3. Both wield Hand Axes, have ridiculous Attack, and doubly ridiculous attack Speed for the point you fight them at. There are few characters when you fight them who can even survive ONE round because of the ridiculous attack Speed, and with their high HP, swarming is out of the question. Hyman is That One Boss on EVERY difficulty level too, because his attack Speed isn't even much lower on the lowest difficulty.
Katarina in Prologue 8. She uses Elfire in a game where most anyone who isn't a mage has little to no Resistance. As a result, her attacks can 2-shot all but maybe 2 people on your team. And since it isn't a Seize map, you'll be forced to bait her to your position and fight on her terms for the first round. Squishy Wizard though she is, it's a difficult fight if you aren't expecting it and it can be hard to get up to her without someone dying, anyway.
This fight can also completely slam the brakes on any Lunatic playthrough, due to her 13 Magic on that level. That's a big deal for the end of the tutorial-esque Prologue maps, but that's Lunatic mode for you.
Earlier on, there's either of the Prologue 4 bosses, Athena and Jeorge. Athena is faster than almost your entire army (except for My Unit and Caeda), so you'll be seeing many double-attacks and heavy damage from her. Jeorge is a Sniper and naturally has even higher stats. Though he can't counterattack at close range, he's able to move around, making that a moot point unless he's surrounded on all sides.
The final two bosses on Lunatic mode stand out as being as unforgiving as humanly possible. In order to beat the game and not become stuck, you will require a sufficiently trained Sage or Bishop that can take on Gharnef using Starlight, and will need to have Marth max out Speed. If you lack the former, you can't kill Gharnef to get the Falchion, about the only thing that can harm Medeus. If you lack the latter, Medeus (with his ludicrously high stats) will double Marth and roast him to cinders, leaving you with almost nobody who can fight him and deal sufficient damage.
Chapter 7: the boss guarding the first castle has unlimited uses for his long-ranged Fenrir spell, and it's strong enough to easily OHKO many characters at this point in the game. The castle's on top of a mountain, and with no flying units available, your only option is to scale the winding path up the mountain while letting him take several free shots at you. At least that boss only gets his Fenrir Spell after like 11 turns, giving plenty of time for Shanan and his Balmung, who starts very near from the castle, to hack him and his minions in small pieces. If you don't have the Balmung, though, you're most likely screwed.
When it comes to ridiculous Fire Emblem bosses, Ishtar might as well take the cake. Not merely content with being That One Boss, she insists on being a Recurring Boss as well! Not only are her stats absurdly high in each appearance, but she always wields the Mjolnir tome, which has an insane 30 might, +20 skill, and +10 speed. Combined with her maxed out magic and speed stats, Ishtar is able to 1-shot most of your characters with perfect accuracy at 1-2 range. Unlike other bosses sporting legendary weapons, Ishtar has free range of movement every time she appears. Her first appearance is in chapter 8, before most of your units are even promoted; good luck landing a critical hit with Faval's Ichival, or you'll be losing some characters. For her second appearance in chapter 10, she's backed up by Julius (who's nearly impossible to kill at this stage of the game), and she won't leave until one of your units is dead. She returns one last time on the final chapter, flanked by three other difficult bosses at the same time. Better hope you have the Forseti tome ready by then!
Arvis is arguably even worse. He has an absolutely ludicrous attack power of 70, meaning that he will one-shot a lot of your units. His holy weapon grants him ridiculous defence boosts, and his defences were high to begin with. You'll need holy weapons if you want to give him anything worse than a scratch. Oh, he's also guarding a castle, which makes his evasion skyrocket as well. To add insult to injury, he also has the Awareness skill, which cancels out any chance of a critical hit on your side. If you don't have units with legendary weapons, high resistance, enough strength to actually dent him, and a shitload of healers... godspeed, soldier.
Additionally, there is a certain Dragon Master wielding a certain Infinity Plus One Lance that is guaranteed to make any player burst into tears. If the Elite Mooks with Sleep Swords, Slim Lances, and hyper-accuracy due to the Dragon Master's 5-star leadership aura didn't make you rage, the boss himself will. Awareness and good defenses makes him resistant, if not immune, to most tried-and-true killing strategies, and the sadistic combination of Pursuit, Continue, and insane speed means he'll either double your units normally, or double consecutively before you can counter. The only units that will stand a chance against this boss without being ludicrously gibbed are either your legendary-wielding bow-user, or your legendary-wielding sage. Oh, and if you're unfortunate enough to reduce his HP below 10 without killing him? For one turn, he'll dodge everything, and during his phase he'll fly and stab an unfortunate unit in the face. GLARGH.
The Final BossJulius also counts. He has Meteor, and like all weapons in FE 4, it's unlimited use for enemies — and he's all to happy to spam it when you're fighting Ishtar or the Dark Warlords. He'll also Charge you with it — so "Reduces SPD to 0" means nothing — he can possibly keep pounding a unit with it 'till that unit is dead. And if you dared to let his twin sister die (or killed her): His main weapon, a Infinity Plus One Tome, HALVES your combat stats before anything even occurs — then he's got a good deal of Attack power, regenerates 20 HP every turn... and when he's below 40 HP? Vantage/Wrath kicks in — he goes first and criticals any non-Awareness Unit, severely limiting your attack options. (Of course, if you do have the said sister, he's an Anticlimax Boss, cause she gets an Infinity Plus 20 Tome that nullifies his weapon's ability, and has enough RES to make his attacks do about 5 Damage... She regenerates 10 HP every turn.)
Reinhardt. Not only does he appear in a chapter with Cyas and his absurd Leadership boost (though he leaves eventually), he's got his own Leadership stars, he's on a horse, carries two different weapons that attack twice, and also has Big Shield so he has a 20% chance to make your attack a No Sell. Furthermore, he also has Ambush, so he always attacks first even if you initiate combat, and also has a whopping five movement stars so he's got a rather high chance to move and attack twice in one turn.
He is so outrageously cheap that a village in the same chapter gives you a Warp staff, which can be taken as unsubtle nod from the developers that you're better off not fighting him and taking a shortcut to beat the chapter.
The Dark Warlords are mostly just annoying, but Zwei and Elf are genuinely very difficult. Zwei is functionally identical to Galzus, meaning he's got high stats and strong weapons, in addition to Astra and Luna. Elf has the same skills as Sara and comes with a Berserk Staff (and statuses in this game are 100% accurate) and Resire, making it difficult to ensure that she actually takes any damage. Elf also has Wrath, meaning that whenever you attack her she responds with a critical hit.
In general, Seals is extraordinarily cruel about weapon accuracy, which is a large part of the frustration. Some axes have a base hit of 50% or worse. The throne that nearly every boss sits on also provides the aforementioned Avoid boost of 30%.
The biggest problem with Leygance (the Chapter 8 boss) is that he has rather high defense to begin with, but his Resistance is lacking. So one would think magic would be effective... but being on a Throne effectively doubles his Resistance, in addition to the Avoid boost. The Triangle Attack certainly makes things easier (as it has perfect accuracy), but he's capable of nearly, if not outright killing one of the people you need for it.
Henning, the boss of chapter 8x, is an extremely blatant Difficulty Spike in an otherwise straightforward map. He has stats that aren't out of place for bosses five chapters ahead of him, and is well-equipped: a Hand Axe to strike at range and a Steel Blade to hit hard in melee. Coupled with the throne boosts, there is not really any easy solution to beating him.
Gel, the Swordmaster boss of Chapter 19 (Sacae route). Being a Swordmaster is bad enough in a game with low hit rates like this one, but he's also on a Gate (which, while not as bad as a Throne, is still +20% Avoid) and carries a Light Brand so you can't just bombard him from a distance. He's got high skill and speed, too, making it even harder to hit him.
Murdock is basically Leygance on steroids. He has the maximum strength a General can have, maximum Con, effectively 28 defense from being on a Throne, and a Tomahawk to punish ranged and melee attackers. His only flaw is his speed, although that's a given for being a General. He's also over the HP cap your units can attain. Exploiting the weapon triangle is strongly advised.
Lloyd's version of "Four-Fanged Offense" in Hector mode. Not only does he move, his stats likely outclass any of your units and he has huge avoid. What's more, this is a Fog mission and if you are not aware that he is in a different spot from Eliwood mode, and that he moves this time, you're probably going to lose someone. To top it all off, he has a Light Brand, which is a Sword that deals magic damage and can do ranged attacks. "General attacking me? I'll just blast it with magic! Is that a mage coming to counter me? I will just get up close and butcher it!".
The Boss Rush in the Final Chapter. Eight bosses, all with nearly maxed stats and the most powerful weapons in the game, released one by one, and they will all seek you out instead of staying put. But the worst are Lloyd and Linus. Both would be difficult by themselves, but you have to fight them simultaneously. Their speed is high, which means you'll likely only get one attack in at a time, and their defenses are high enough to take plenty of hits. Through all this, they're powerful enough to kill most party members in one or two attacks and they can easily double-team a single character and kill him. Finally, they have an 'A' Support, which means they will be even more statistically pumped on top of everything else.
Zoldam on the Pirate Ship level. All you have to do is survive 11 turns to win, but if you want to get an S Ranking in strategy, you have to actually beat him in seven turns or so. Easier said than done, as you're fighting a high-level Shaman with the overpowered Luna tome at his disposal, and you have to Zerg Rush him in order to even get past the army of reinforcements. As if fighting him normally weren't bad enough, try doing it in seven turns on Hector Hard Mode (for added pain, you'll have to do it with mostly broken weapons and no money, which is extremely likely to happen in a typical S-ranked HHM run). Even without the logistical problems, killing Zoldam is likely the most difficult challenge in the game. If he gets a critical hit at all, you're very unlikely to have any units that can survive it. Also, on HHM he holds a Guiding Ring and you need Matthew to get it from him.
Caellach in Chapter 15. Appearing in a long and painful That One Level as it is, it's fairly likely he'll have a leg up statistically on most of your party; he is often able to 2-shot people with his Tomahawk, forcing you to pick away at him with your best fighters in hopes of causing Death of a Thousand Cuts, while praying to the Random Number God that he doesn't get a critical hit. Speaking of critical hits, he's equipped with an accessory (Hoplon Guard) that reduces your critical rate to a flat 0%, which is painful for fans of Joshua since for that character It's Personal, yet this character relies heavily on critical hits to do damage.
On the other hand, he only has 13 Speed (14 on Difficult) and the Hoplon Guard CAN be stolen by Thieves and Rogues who tend to have good speed, so...
There's also Valter from the same chapter. His stats aren't absurdly high, but his speed is good enough to prevent doubling from many units. Thanks to his Killer Lance, he has a dangerously high chance of landing a critical hit, which will be more than enough to take out most of your units. To make matters worse, he also has the skill Pierce, which negates defense and is also enough to one-shot a good number of your units. Pierce is also capable of stacking with crits, which of course results in hilariously mean overkill. Oh, and he also totes a Fili Shield, which negates the effectiveness of bows. Even if you grab the Hoplon Guard from Caellach first and use it, you still have to contend with Pierce and chip at Valter very, very carefully.
Carlyle from Chapter 14 of Eirika's route. He's a Swordmaster sitting on a throne, which means that he can easily dodge nearly anything you throw at him with his high speed, and he has a very nasty critical rate besides. He's also equipped with a Wind Sword, which does effective damage to flying units, can attack at range, and uses his (not inconsiderable) strength to hit your resistance (which, for physical units, is low). Your best hope is to chip away at him with a high-resistance unit, and since he's sitting on a throne that regenerates his health every turn, this can take a long time.
Beran from Chapter 10 of Ephraim's route. He can cover all three ranges with his weapons, and his stats are pretty good for a boss for this point of the game. With his Killer Bow, he has a good critical rate, especially because he's quite fast and can easily double most of your team. Oh, and he has a Lancereaver, when most of your characters are using lances. At least you don't actually have to fight him.
The fight with the Black Knight is a full-on Luck-Based Mission. Even if Ike has maxed Strength, Skill, Speed, and Defense, you still rely entirely on him activating Aether enough times to bypass the Black Knight's defense and self-healing. Leveling up Mist, the only healer you'll have access to in the fight, helps, but only so much. Oh, and you have five turns to win. (Fortunately, you're not forced to win to proceed, though you recruit a crappier unit if you don't win.)
Ashnard's just as bad, though not nearly as luck-based. On Normal mode he's not too bad, though only Ragnell, your dragon, and the laguz you've called for reinforcements can hurt him, despite the fact that there are a load of things that should be able to do the job (like a theoretical weakness to bows and wind magic — it even flashes as if it'll be double damage, but it does nothing due to his "blessed armor"). He is merciless on Hard mode, where he actually moves and seeks out your characters, and you won't get the laguz reinforcement immedeately as normal. And once you strike him down? He revives, with jacked-up stats to boot! Like the aforementioned Black Knight battle, it's pretty much all up to Ike's Aether skill.
Sergei in chapter 3-10. You're trying to protect an NPC who exhibits Artificial Stupidity of the highest order, which largely involves clustering around this character to (try to) prevent her from being attacked. She's weak against bows, and Sergei and his nearby mooks are all Bow Knights with a long movement range... you get the picture.
Dheginsea proves very statistically imposing, with 100 HP, a skill that combines Nihil with passive self-healing, all but Luck and Speed capped, and a base attack of 75. In plain terms, he is a massive tank who will usually kill those he attacks in 2 hits. Just to even reach him, you must fight through a map full of Demonic Spiders (Red and White Dragons) who themselves are capable of taking large chunks of health off at a time, and then hold them at bay while you fight the boss. To wear you down further, he periodically uses a wide-ranging area-of-effect attack that hits the Defense stat, and the damage increases the closer an ally is to him. To cap all this off, attacking him without Nihil or Parity equipped means you risk facing his mastery skill (Ire) which is, well, a death sentence. That in itself, though, is his weakness: by only attacking him with Nihil-users (and Marksmen who can snipe from 3 spaces back without retaliation) and staying healed, actually beating him boils down to doing the math and staying out of a position where you can get overwhelmed from the damage taken. He also will not attack Ena and Kurthnaga at all, even if they attack him, though typically they struggle to do any meaningful damage to him.
Sephiran doesn't stack nearly as many hurdles in your way as the above boss, but compensates by outright cheating. He's surrounded by a clustered pattern of magic spirit mooks that must be cut through to reach him, and four of them are always positioned adjacent to him. There's a reason for that: when you've reduced his HP below 50% and attack him, one of the spirits will activate the Guard skill out of nowhere and take the hit. (One wishes it was that convenient normally.) The only way to take him out is to remove his adjacent "bodyguards" first. He's also spamming an area-based Magic attack while you're trying to get to him.
The Final Boss is a doozy. Unlike any other Fire Emblem final boss, you have to destroy eight barriers surrounding it. Each barrier has 90 HP, high evade, can only be damaged by certain weapons, and will send half of any damage it takes back to you unless you use the Nihil skill (there are only four of these) or the Parity skill (there are only two of these, and they have the side effect of neutralizing your support bonuses). In addition, it recovers 40 HP each turn, and the constant reinforcements will heal it even further. Meanwhile, the boss itself cycles between an area attack that targets Defense, a 1-3 square range single attack that targets Res, another area attack that targets Res, another single attack that targets Def, and yet another area attack that silences everyone. All three area attacks hit everyone and can kill most weakened units very easily. The boss has 35 Def, so only the strongest physical units can deal decent damage, and to make matters worse, 50 Res, meaning your mages are dealing single-digit damage. And you have to defeat it in nine turns, if you don't, it inflicts Stun on everyone, leaving your party powerless for several turns and able to be picked off by their mooks. Finally, if the boss isn't defeated by a certain overpowered mercenary leader, it will only get back up, recovering all 120 of its HP. The bright spot to all of this is that for the most part, none of these enemies are likely to get critical hits.
Gangrel. He carries a Levin Sword giving him the ability to attack at range, and has a Magic stat to back it up (not to mention that the majority of your units have rather low Resistance and Resistance growth on average, so he'll actually do significant damage with it), and he's very fast, so expect a lot of double hits. What's worse, if you bait any of the enemies that are lurking in his vicinity, they'll all come rushing at you. This is taken a step further on Lunatic; not only are his stats buffed, his Levin Sword gets forged to be stronger and more accurate, and he also gets the Acrobat skill, making his movement unhindered by forests and such.
Good luck taking down Walhart both times you fight him in the main story on Hard Mode and above: He has the Conquest skill which negates the weaknesses of his Conqueror class, and also gains Aegis to make taking him down with magic (the preferred strategy) that more difficult, thanks to his high stats. On Lunatic, he gains the physical counterpart Pavise as well, which makes taking him down damn near impossible. Add that he's fighting with the Sol Sword in his first fight, and the strongest throwing axe and signature weapon Wolfberg in his final and more climactic fight, and you get a doozy of a boss. Both times.
On Hard Mode and above: Validar after he's defeated once in Chapter 23. His Magic stat is very high and he also has the very annoying Dragonskin skill, halving all damage done to him (on top of his already high defense stats) and also negating Counter and Lethality, so he can't be cheesed that way. He also has the Vengeance skill, so if he's not finished off quickly, he can pay back any damage you did to him with interest. In Lunatic he's practically an SNK Boss; he gets the maximum amount of HP, Rightful King so Vengeance can activate about two-thirds of the time when he fights, Renewal so he can regenerate HP, and ridiculously high stats.
Also, the chapter before Validar features Aversa who is not so bad, being a stationary boss with mediocre defenses packing only the dark tome Goetia (so while she hits hard, she'll go down fast if you know what you're doing), and only has twelve units beside her to hinder your progress... at least until you find out that these units are the newest incarnations of the Deadlords (Dark Warlords) of Jugdral fame, each possessing stats higher than anything you've fought so far, and wielding either a Brave weapon for multiple hits, or a legendary weapon from the Jugdral era (sans Anguilla and Ovis, who just use a normal, if differently elemental tome each respectively). Tigris and Canis are especially awful, since while they don't have Brave Weapons, they make up for it by possessing Helswath and Valflame, which are both high-MT 1-2 range weapons (and give rather high defense for Tigris as well), and Gallus isn't far behind, sporting high defenses for a spellcaster as well as Waste, which is basically the tome version of a Brave weapon. And while its possible to skip them by beating Aversa (who's the easiest of the lot), doing so makes you lose out on said legendary weapons, some of which are very useful (including Helswath and Valflame) unless you want to grind for them through a DLC Map.
Golgotha from chapter 26B, one of the two bosses of an already difficult chapter. He has very high stats (albeit rather low HP) and a Brave weapon as well, not to mention Astra and Sol. He can kill any lesser character in seconds, and lord help you if he activates one of his skills...
Julius. He's got huge stats, and a personal weapon that can hit from a distance and restores his health when he hits. On top of all this, he's on a dragon so he can fly around. Even if you get him to break his lance against the reinforcements from the arena, it's hard to even hit him as a result of said reinforcements, who all have a skill which reduces hit rates for everyone (even player characters) by 30%, and it stacks.