In the original Advance Wars, the final battle against Sturm is considered very difficult compared to the rest of the game, especially if you want to S-Rank. The Advanced Campaign version of "Kanbei's Error?" transforms a rather easy level into one that's borderline impossible to beat unless you follow a very specific set of steps.
Advance Wars 2 has TWO That One Boss maps: the giant missile launcher and the Black Hole factory in Blue Moon. Augh. Augh. Augh. Augh. AUUUUUUGH.
It gets worse. "Sinking Feeling", the final mission in Green Earth, and any mission against Sturm are magnitudes harder.
Hardest mission of all in Advance Wars 2? "Liberation" Hard Campaign. Sure let's give the AI a machine that spams free bombers and neotanks without giving the player any time to prepare.
Days of Ruin/Dark Conflict has several including the tower mission, both missions where you're being bombed by the Great Owl, the mission ON the Great Owl, and the final mission to players who only ever get by by spamming war tanks and bombers.
The mission ON the Great Owl is an interesting case. Its very easy, once you know what to expect and move to counter it. The first time through, you have NO idea that no less than THREE waves of reinforcements are gonna pop, reinforcements that include things like Rocket Launchers and Light Tanks, coming from BOTH sides of the map.
And the final mission in Days of Ruin is about three times harder than any other mission in the entire series if you don't use a day-by-day walkthrough. Your enemy gets to crank two free units of whatever he wants every day, laser beams that fire everywhere, two mortar launchers that fire daily at a group of your units, and the ability to turn one of his own units into a superunit that makes all other units in a radius super-powered as well and heals them 50% of their HP every turn. Most players, if they concentrate solely on the objective, can take out four of the mission targets before the enemy starts completely annihilating them and preventing them from reaching the last target.
"Waylon Flies Again", notoriously, can't have a day-by-day guide - Waylon's AI is impossible to map out. You have a fucking mountain range between you and Waylon's forces, he starts out with a substantial property-and-unit advantage, and while Tasha brings in a nice arrangement of anti-air, it's blunted by how you lose if she's wiped out. Being able to take control of and flood the middle area of the map with your own units will tilt the odds in your favor, but it's an uphill struggle.
Battalion Wars is quite easy up to one level. It's where you have to defend a beach, very much like beachhead. You have limited troops, four mounted machine guns (more useless, when you get to the flamethrower rounds), two artillery, and one heavy recon. The first two waves are relatively easy. Wave one is foot troops. Wave two is foot troops AND tanks. Simple. The enemy then freaks out and another person joins the fight. The enemy air general. Who joins up with the enemy foot person with bombers and rocket troops. Your general's suggestion? ONE AA VEHICLE. ONE. Did your friendly vehicles suck up all of the vehicle health kits? Yes? Prepare to be sent back to the mission failed screen in about 2 minutes.
Except that part of the mission can be made ridiculously easy. Just mass your infantry around the northeast bunker, and manually control the AA Vehicle and position yourself inbetween the north bunkers. Enjoy massacring the air units coming from the north. Let me guess: you lose quite a few units during the first two parts? Guess what? 100% Technique on that missions requires no losses whatsoever.
Dual Strike has a level where you're trying to destroy one of those crystal things, only this time it's the last one and it's huge. Let's set up the scenario, shall we? You start off with two different bases, both near each other on opposite sides of a pipeline. Remember those cannons Black Hole built to protect said pipes? Yeah, there are at least two of them. There's also a great big cannon at the top of the map that fires at any unit that crosses into its cone-shaped firing area. Not to mention the Kill Sat that fires every five turns after its reveal, and you have to commandeer missile silos to take it down. If Black Hole takes any of these silos, you lose. Period. Then there's the fact that the crystal in the center of the map keeps healing their units, and they keep coming at you with more and more powerful stuff because they control most of the cities on the map. Unfair? YES.
The 'Surrounded!' Mission isn't too much of a problem on Normal, but it quickly becomes the hardest mission in the campaign on Hard Mode. Not only do you have smaller bases than before, but the enemy has a much larger one than your 2 bases combined. And while the mission has a Turn Limit of 24, you will often die around Day 4 when the enemy decides to use their Tag Power, which is a huge problem because they get to use Andy. Even using CO's with Capture+ Skills (as this is a capture based mission) wont help you, as the AI will randomly do something that makes the mission impossible to win.
Madagascar in Pandemic is notorious for closing its only port with the slightest indication of a disease, even if said disease is non-lethal and has no noticeable symptoms. Because the seaport is the only way into Madagascar, many Pandemic games have ended with the world void of human life everywhere but Madagascar.
A little known thing about Madagascar is that it actually has an airport that's not visible on the map, which sometimes stays active after they close the seaport. However, given their reputation of going isolationist when someone in Akron, Ohio sneezes, this only makes them slightly less annoying.
Peru is the second worst, as it has no ports or airports, and they close their borders almost as frequently as Madagascar shuts down everything. Even worse: if Brazil and Argentina close their ports and airports, if Peru closes its borders and they're not infected either, even if Peru is already infected, they're completely isolated. Luckily, Madagascar and Peru are the only two countries with only one way to access it in the whole game.
X-COM's Chrysalids weren't technically bosses, but the missions that include them as enemies almost all count as a That One Boss situation. Especially Snakemen terror missions. Chryssalids have 110 action points, which is usually more than double the action points your soldiers have. they have enormously high Energy and above-average stats all around, especially Strength 110 (when your soldiers will be lucky to have 40). They are all heavily armored and with enough health to shrug off gunfire and, if lucky enough, missiles to the face. They have an incredibly fast melee attack. And every soldier killed by a Chrysalid becomes a zombie, WHICH WHEN KILLED BECOMES ANOTHER CHRYSALID. So most engagements with Chrysalids are either "spot a Chrysalid a hundred meters away, see it run up to you in a single turn, see it bite the heads off two or three of your dudes in the same turn and they all turn into hostile zombies which even if killed will then turn into more Chrysalids", or "suddenly hear the noise a soldier makes when he's killed by a Chryalid, and notice one of them managed to sneak up from behind your squad and kill everyone". What's most irritating is that they show up relatively early but are on par with the 2 other nastiest aliens in the game, and the missions they show up on you have to take or pretty much lose the game. Some very succesful players, once they learn that Chryssalid enemies are present on the map, often prefer to just level everything with missiles, grenades and high explosives while ignoring civilian casualties, rather than hunting down the little abominations one by one. Some players go as far as carrying primed grenades in their packs if Chryssalids are lurking about.
In XCOM: Enemy Unknown, the Chryssalids are back and just as deadly, to the point that between them and Muton Elites, Chryssalids are the bigger threat, particularly on higher difficulties. As attached as you might be to your guys, if you've got a Heavy in range when a soldier gets his throat ripped out by a Chryssalid, your fallen trooper might just get a Viking funeral to prevent having to deal with another zombie or Chryssalid.
The final two missions of Para World pit you against the full might of the evil SEAS society. You have dinosaurs, spears, swords, axes, bows, and catapults. They have cyborg dinosaurs, robots, flamethrowers, and guns. Oh, and there's also the towers that do 100 damage a hit, which is roughly every second. However, the example that most perfectly illustrates how overpowered they are is a robot that is a high-level special unit for you-but a LOW-LEVEL unit for the SEAS.
The key is faction selection. The 2nd last level has the SEAS pulling out everything so they will outgun the Dragon Clan and they're too heavily armoured for the Dust Riders. So use the Norseman and bulk up on Triceratops and have Crossbowmen garrison in them. The Crossbowmen will gun down SEAS units and anything strong enough to withstand the barrage will get slaughtered by the Triceratops. For the last level, go Dragon Clan and use Ninjas and a monk. There's no base building for anyone so no one is expendable but the same goes for the SEAS. The Ninjas are great here, they will kill anything in melee even if its heavily armoured while capable of soaking alot of damage. Any other unit lacks the durability and anti-armor ability. Hurt party members and ninjas can be healed by the monk. Both levels are actually very easy if you use the appropriate faction otherwise good luck...
Shining Force has the Marionette, at the Circus in Rindo. It has 35 HP (at a point where your characters probably have around 15-20), a spell that can kill pretty much any of your characters in one shot (and, if you're not careful with how you arrange your characters, more than one in one turn) with more than enough MP to kill off your party, a high defense, and it automatically regains about a quarter of its max HP every round. If you don't know what you're doing, it will defeat you easily. Even if you do, be prepared to revive a lot of characters after the battle.
And if you thought that was bad, wait until you meet Mishaela. Take the Marionette, up its stats to match the party's growth in the interim, and replace the Freeze spell with a Bolt spell that has an even larger area of effect and still does enough damage to kill all but the highest-HP characters. Oh, and also up the difficulty and number of the minions from "noticeable but not a big deal unless you're under-leveled" to "holy crap, that hurt!"
Shining Force Sword of Hajya is generally harder than both of the genesis S Fs, but one boss near the end is downright obnoxious. High health, good stats, but that's not the worst of it. He can cast Freeze 3, a massive AOE spell, which if it worked as programmed would bé formidable enough, but due to it being glitched (and that glitch not being fixed in the 3ds eshop version) the spell deals about twice as much damage as its supposed to, making it strong enogh to potentially one shot the hero. His high health means he'll be able to use it several times in one fight, and the chapter is filled with formidable enemies, including 2 Demonic Spiders able to use the same obnoxious spell. And they will try to go for the hero if they can. Fortunately they have a fixation of warriors, but this is still going to be a battle where a lot of people will die.
Phantasy Star Online Episode III: C.A.R.D. Revolution has Those Four Bosses:
The Leukon Knight, fought halfway through both the Hunters' and Arkz' stories, alternates between immunity to physical attacks and immunity to techniques at the end of his turn, so you're at a disadvantage if you've got a deck with no techniques. His AP and TP switch every turn as well, meaning that he can do lots of damage even without Action Cards. To top it all off, he can play special cards that instantly destroy your Items/Creatures or mess up their attributes.
The Hunters' final boss, Pollux has an AP score that increases every turn, meaning the longer the battle takes place, the more damage she does. She will also shrug off any attacks that give less that 4 damage, so you'd better bring your big guns and pray she doesn't use her Defense cards. But Wait, There's More!! After the eighth turn, she gains the Pierce ability, meaning that she doesn't have to destroy your Items in order to give you the full brunt of her steadily increasing AP!
The Arkz don't get off easy either: they get Castor, who gives her opponents 1 damage every time she kills one of their Creatures (Arkz Story Characters don't take damage whenever their Creatures are killed except if they have the Unfilial attribute). And she doesn't spend any Attack Points to move, so she can get into attack range with ease. Not that she really needs to with her special cards that let her attack from the other side of the map. One of them multiplies the damage by 1.5 times a dice roll, just to twist the knife. The fact that she takes 1 damage every turn as long as she's above 10 HP is cold comfort in the face of all that.
And last, but certainly not least, is Amplum Umbra, AKA The Germ. The true final boss of the game, it is exempt from the eight-point limit of summoned Creatures, so you can have up to four powerful six-to-seven point monsters breathing down your neck. It also has the Rampage ability, meaning that if you're a Hunter, it'll do 4 damage to all your items, and broken Items mean one less HP keeping you from losing. If you're lucky, it'll use Meteor, which reduces both your Items/Creatures and its Creatures to 1 HP so you can easily kill its monsters. But don't let your guard down; for if it has 5 or less HP at the beginning of its turn, it gets half its HP restored, negating the progress you made in beating it. And the cherry on top? If you lose to Amplum Umbra, you have to start over from Castor or Pollux.
In the Expansion Pack of StarCraft, a lot of people find the eigth Terran Mission to be rather difficult, especially with the Torrasque respawning only two minutes after it dies, making it a potentially base-destroying unit the first time it is deployed then a major nuisance after that. But the eighth Zerg mission in the expansion is an absolute brick wall. Both levels require swift action and good co-ordination by the player against enemies with the entire tech tree at their disposal and superhuman skill with some units' special abilities. If you don't know the correct path to take, Terran mission 8 is nigh impossible. Zerg 8, with its crazy combined arms shenanigans, is far and away more difficult. (Zerg 10, "Omega", is arguably easier if you're good at defense, since at least you only have to kill one base at a time.)
Blizzard's real worst moment has to be The Frozen Throne's Night Elf campaign mission 7, the mission to Dalaran. Multiple hostile bases to contend with, four mission targets that can only be harmed by magic damage (which only a handful of units deal), and half an hour to do it (far shorter than it seems, with as much setup as the your army needs). Night Elf mission 8 is trivial in comparison.
The Segmented Crawster, a Bullfight Boss that is capable of killing almost all your Pikmin very, very quickly. If you can manage to avoid its rolling attack, the rocks will probably do you in. The best strategy for this boss seems to be: "Bring all your red and purple Pikmin, use a Spicy Spray, and pray to God you kill it in one go."
The second (and third) encounters with the Empress Bulblax— if her "squish 'em all" attack from the first fight wasn't bad enough, now she endlessly spawns a stream of tiny enemies out of herSquick ass that, while extremely fragile, can devour Pikmin instantaneously.
The Titan Dweevil. Not only is its acid attack extremely hard to avoid, and not only is its electric attack a one-hit kill on your Pikmin, parts of it drop off during the fight. Distracted Pikmin who don't know any better will try to cart them off during the fight, leaving them vulnerable. Oh, so you brought a mix of Pikmin to counter the various attacks, and figured out you can leave some of them outside the arena to protect them from harm? Oh, you poor, ignorant bastard. Once the Dweevil pulls out the water cannon, nowhere is safe.
In the first game, Emperor Bulblax. Giant, capable of eating many Pikmin with one swipe of his tongue, and with his only weak point being his face, which he can reach with his tongue, the Emperor is just brutal. He has tons of health that must all be taken in one day or else he'll get it back. The easiest way to damage him is to throw Bomb-Rocks in his mouth, which will probably result in your rock throwers being eaten. To top it all off, he starts jumping around the arena when his health is low. Anything caught in that will be dead in a second. And he holds the last part you need to get the good ending.
One of the toughest bosses in the second game would probably be Man-at-Legs. It's similar to its relative, Beady Long Legs, the good news is, it can't squash your Pikmin by stomping on them. The bad news is... it has a build-in, laser-guided machine gun. Losing quite a few Pikmin is pretty much guaranteed. Insultingly, the treasure the first one drops isn't even anything useful. It's just A lightbulb that makes caves somewhat brighter. However, this first fight is nothing compared to the floor in one of the last caves where you have to fight it in the middle of a pool of water with very limited cover for you and your Pikmin to take.
The third game's Quaggled Mireclops is not a pushover either. For starters, Rock Pikmin are absolutely required for the first phase of the fight, due to the fact that the creature's weakspot just happens to be covered in a crystal node. Secondly, the Mireclops uses it's feet to squash anything that isn't a Rock Pikmin. The Rock Pikmin would've delivered a Curb-Stomp Battle to this creature if it weren't for the fact that it's massive stomping feet create temporary pools of water, meaning that anything that isn't a Blue Pikmin will drown. Once the Mireclops' feet are damaged enough to topple it over and expose it's weakspot, it spins it's tongue around it's body to eat a large chunk of your army, and it does this twice once it's getting low on health. To top this all off, the Mireclops can drag it's whole body across the arena once it Turns Red, which can cause a Total Party Kill.
In Operation Darkness, Hitler of all people is that one boss. He has MULTIPLE high level flunkies with him, a heal spell that he uses QUITE often that heals 50% of HP, a powerful area spell, a spell that pretty much wastes a character in one shot, he gets SEVERAL turns to your one, and just to top it all off When you FINALLY kill him he's revived with FULL health AND he summons a GIANT DRAGON. As if you didn't have enough of a reason to take glee in launching a bazooka shell into his face!
While Jagged Alliance 2 normally is pretty manageable throughout, the fan-made mod, v1.13 includes the Drassen Counterattack. This is a wave of 40+ soldiers, with maybe 10 or 20 elites among them, swarming at Drassen the second you take control of it. Keep in mind that at most you'll probably have 2-3 mercenaries protecting each sector of the town since they don't always attack the same sector, and you have barely enough time to train 1 squad of regular militia per pair of Teacher mercs you have. It's easily the toughest section in the game, the reward being that if you set the enemies to drop all items, it will most likely give you an excellent boost in terms of equipment. Technically editing the INI file with the included editor can stop the counterattack from happening, but it's included as a default ON and there's no way in-game to stop it.
There is a way to prevent it if you're willing to be inconvenienced by long travel times. Take only the north and south thirds of Drassen, aka the north square (sector) which has the airport (absolutely critical) and the south sector which has the mine (critical as your main source of income in the beginning, less so later on if you can capture other mines); the attack only occurs if you hold all three sectors. Unfortunately, to leave Drassen in this state means that any movement between the two sectors will take in-game hours, instead of ten minutes in-game.
The Strategy RPG Yggdra Union features Gulcasa, the aptly named Emperor of Carnage. He combines ludicrous stats from the point in the game that you first meet him with a special ability that not only makes him even MORE powerful but prevents you from casting you own special abilities as well. Expect him to tear through your entire army Union like it was made out of wet tissue. The only way to give yourself a fighting chance is to inflict a Curse on him, which lowers his stats.
Any CPU hunter unit in Nectaris upon reaching 4-stars or more, as the CPU is much less likely than a human player to try and win a battle it's outmatched in, and will retreat everyone experienced back to a factory (but doesn't care about generic inexperienced grunts to its disadvantage.) At that point, surrounding them for the support-fire damage bonus is the only way to take them out. They're bombers who are as sturdy as your average main battle tank and on top of that have anti-air missiles as a secondary weapon. A maxed out hunter is quite fearsome indeed. Luckily, on some levels, the factory where they're stored is "unclaimed" and, with a few sacrificial lambs to hold back enemy soldiers, within your reach. Fortunately for you, the other uber unit in the 'basic' game, the HMB-2 Giant, is very slow and is best used in tandem with a Pelican transport. The CPU prefers to take the scenic route. By the time the Giant reaches your forces, the rest of his are already a smoldering heap. You can even defeat it with a single artillery piece, as it only moves two spaces at a time and the CPU constantly guides it towards you instead of zagging and cutting off your way around it.
Two GDI Command & Conquer 3 missions are surprisingly difficult. The Alexandria mission is a fairly standard mission that just happens to be extremely difficult (even though it was featured in the demo), but the Croatia mission (just 2 missions later) is made of Nightmare Fuel. The first phase of the mission has you defending a crippled GDI base that has no construction yard, entrance points on the North, South, East, and West sides, and only enough power to have the defenses turned on for two sides at a time. Meanwhile, you guessed it: Nod sends waves of attackers from all four directions. You have to defend this base for 10 minutes. Then a convoy arrives, including a construction vehicle, across the river, but Nod forces have turrets and several garrisoned buildings over there. And they send suicide bombers at the construction vehicle. You need to (slowly) drive past and/or destroy the Nod forces while protecting the construction vehicle, while STILL defending your base, which isn't any easier than it was before and still requires plenty of micromanagement. Once you do manage to get your construction vehicle across the bridge and into your base, you can finally start building stuff again, but it's still a good 10 minutes before you're able to have anything resembling a stable base and build up enough troops to finally start killing the Nod bases that are sending troops at you.
Possibly THE hardest mission in the game is the last Nod mission or Hard level. The goal is to protect the alien tower Threshold 19 from GDI attack. The problem? GDI shows the player just what exactly tank rush means with Predators advancing in the dozens with half as much Mammoths as support. Although they aren't attacking the player, the tower is protected by a Scrin base who are on the receiving end of a Curbstomp Battle: if GDI destroys the phase generators they're guarding, it's mission failed. These very phase generators also happen to be under attack from a band of Juggernauts as soon as the mission starts. Building up a decent-sized vehicle force to fend off the attack on the generators is impossible in the meager time available, and Zerg Rush of Venoms also impossible to pull off since the dozens of APCs, Pitbulls and Mammoths just swat them out of the sky like flies and building more is not an option even if four harvesters are working on funds, there's just not enough money and time.
On Medium, it is possible to drive a wedge between the two armies via an Outpost surrounded by Obelisks to give the aliens enough breathing room to build up and eventually counterattack (they even build a Rift Generator and deploy it against GDI repeatedly if you let them, Kane bless 'em); nuking the lower GDI base also lifts the siege of the player's base and removes all GDI infantry from the fight. On Hard, by the time the nuke is ready to launch, GDI has already blown away two phase generators, with a mass of tanks advancing on the defenseless third. Oh, and just to get to the main battlefield, you have to make a big detour since your base is facing the opposite side of the Scrin base. As a little good news, the Scrin won't attack you if you stay out of the way so you can focus on finishing the mission by blowing GDI off the map.
The penultimate mission for Nod isn't that much better. It basically involves you having to take down a GDI base and a Scrin base with only a handful of engineers and other basic infantry. The goal of this mission is to wait until the main forces of the GDI and Scrin are fighting each other (which they do every 5 minutes or so) sneak to one of their bases, take over some buildings, and build you army to combat them. The unfortunate part is that the enemy is quick to wise up to this and will try to flank your forces and buildings you stole and blow them away. The mission can easily become unwinnable if you don't capture the right balance of buildings and base defenses.
Scrin mission 3 in Kane's Wrath is also pretty hard unless you manage to salvage some Juggernauts to remove the Sonic Emitters protecting the GDI base.
The last China mission in Generals. You have very very few resources to build up with, the GLA constantly attacks, and worst of all they start off with their superweapon, which they WILL use. Repeatedly. On parts of your base they shouldn't even know exist. The GLA army also has a Scud Storm that is scripted to fire if your funds go above 5000. That means you can't capture the oil derricks.
China 4 in Generals: Zero Hour requires pure luck to beat. Lots of it. A mission that demands speed due to a strict limit, the map is absolutely cluttered with invisible land mines capable of wiping out several tanks at once, meaning you go slow or die. The enemy makes extensive use of artillery in the form of rocket buggies and SCUD launchers, and is smart enough to run away when you send troops to attack said units: their artillery is faster than any of your own units, making it trivial for them to get away from you— or lead you into some mines. It would be easy enough to handle if you had access to China's Helix helicopter or MiGs to provide some air support against said artillery, but they are not available in this mission. Ultimately it comes down to extensive use of the Artillery Barrage support power and praying that their rocket buggies and SCUD launchers make horrible pathfinding decisions.
Homeworld 2, mission 12, especially if you have a full fleet. The enemy sends you massive, massive fleet against your position, with something like at least 7 battlecruisers, and lots of other ships combined. Cheating is not an option either; increasing your fleet size also increases that of the enemy.
Valkyrie Profile: Covenant of the Plume: despite being the Final Boss of A-Path, Gram easily qualifies. While the other late-game and final bosses are merely very hard fights, Gram simply does not fight fair. To even get to him you have to go through six Pale Flames. The Pale Flames are spellcasting enemies with three attacks per turn AND a Great Magic spell. Other enemy spellcasters only get one attack per turn, and only get Great Magic if they're bosses or end-game mooks. Once you engage Gram, you find out that the usual 4-on-1 tactic that dominates the rest of the game won't work— his counterattack hits every attacker and will kill them all barring a lucky Survival activation. So attacking with your whole party at once means a Total Party Kill on the counterattack. And if you try to whittle him down slowly with 3-on-1 attacks while keeping a healer out of his attack range, you get a nasty surprise in the form of a Heal spell that restores him fully when he hits 50% health. While winnable, the fight can literally take 2 hours of carefully planned maneuvers— longer if you're not lucky. By this standard, the B-Path Final Boss throwing out 40-hit combos twice per turn seems pretty reasonable.
The C-Path Final Boss, Lenneth Valkyrie, can also be like this if you've sacrificed too many comrades, since she summons them to fight by her side in the battle. If you kept at least three strong allies, she's not overly difficult, but if you went crazy with the Destiny Plume, you can conceivably wind up facing a 10-to-1 battle. (Honestly, though, if you sacrificed so many that you don't have a full party anymore, you have bigger problems.)
Nearly any mission with a rescue objective is a pain, but the absolute worst is the one at the end of Chapter 4, B-Path. It comes right after another battle with no save point in between, and the NPCs you have to keep alive are clear across the battlefield. Diagonally. Plus, while one of them puts up a hard fight, the other is a weak archer with feet nailed to the ground who will die in two turns if you don't get there in time. Without Dashes or Provokes (admittedly both very common skills) it is flat out impossible to win the battle. Even if you make it in time, you still have to deal with the enemies as usual, including a punishing Iron Golem. And your reward for success? The NPCs you were protecting die anyway.
The Europa Universalis series, which simulate Europe from (varying from game to game) the 1400s to 1820s, has two in the grand campaign. In the first two games, it's typically Austria which, thanks to scripted events that let it insta-inherit Hungary and Bohemia, will basically take over all of Europe unless you devote yourself to its destruction. In Europa Universalis III, it is most definitely France. France has a large economic base with a large population, which lets them support a huge army to start with. To make matters worse, they also pick National Ideas that make their armies superior. And as icing on the cake, the only country that has a chance at stopping them at the start, Castile, always plays buddy-buddy with them... even when France is busy taking over everything that ISN'T Castile in Spain. Very, VERY frustrating. Worst of all, if you can beat France, odds are this has given Austria the opening IT needs to take its title back.
Asian countries have to deal with the advanced (as in: Europe doesn't even get it for 50 or so years) starting government, ungodly manpower, full centralization and production revenue that is Ming Dynasty China. So do Indian countries, because nothing short of divine intervention can keep the Chinese from steamrolling through Central Asia and and all the way through to the Ottomans, who they usually beat. To make matters worse, weakening them significantly will allow Japan to become the dominant power, and Japan can declare war on any other country without stability hits and actually takes military national ideas.
Scenario 12 of Warsong (North American release of Langrisser 1) is the Two Towers, wherein you fight Emperor Python. It's a forced arrangement, your commanders are split into two groups, and you're up against powerful enemy units such a Lords, Archmages, and Grand Knights that will make mincemeat out of your characters if you have not levelled up properly and your commander is not able to hire the correct troops to counter theirs. It doesn't help that a lot of your weaker defensive commanders are surrounded by commanders with archer units. On top of that, two commanders, the Lord guarding the hall connecting the two towers and Python himself, get the extremely powerful Royal Soldier troop. Unless you've played through this scenario a couple of times, you'll be lucky to get out with more than just Garrett alive (once a commander dies, they're dead for the duration of the game), and if he's not on his 3rd class (both of which still have lower stats than Python), you'll either be starting the game over for the beginning or abusing cheat codes to replay earlier scenarios. Oddly enough, the scenarios that follow this once are considerably easier.
Heroes of Might and Magic V: In Tribes of the East, the final battle for the orcs. Not only are you forced use the weaker of the two heroes, the enemy uses the orcs Achilles' Heel, dark magic. Even if Kujin has Shatter Dark, the constant flow of Frenzy spells will wreak havoc on Kujins rather unimpressive army, unless that same spell works in your favor (Frenzy simply makes the target attack a random nearby stack). Every other significant battle in the final mission, even the last one, pale in comparison.
The second orc mission can qualify as well, depending on your luck. Even though there are no siege battles and all orc towns on the map join you when you approach them, if you are unlucky, the AI will constantly assault your second town from a one-way portal with armies far outnumbering your weekly growth, rapidly thinning your troops and maybe even forcing you to garrison your main hero in that town.
Hide 'n' Seek Battle Monster Tactics has a potential one in Trinchula, the first Target Monster of B5. It is highly resistant to every element except fire. Since Kevin can have only onefire technique at all at the time, it is virtually required to have Kaen on your battle team, which is made unpleasant by the fact that there are two wind monsters just waiting to take down your only character with a constant chance of dealing decent damage to Trinchula. What's worse is that fire doesn't do heavy damage to anything else that is particularly dangerous, which combined with Kaen mainly having melee attacks and this being a game revolving around hiding and seeking does not bode well with the poor girl's usability in the first place. Unfortunately, if you don't have the character sufficiently leveled up (elemental multiplier includes the enemy's defense in this game, which means it won't help much at all with insufficient attack) and on your team, have fun dealing single digit damage to this triple digit HP pain.
First time players of the doujin game Battle Moon Wars will probably tear their hair out in frustration when they face off against Emiya Kirigitsu, Irisviel von Einzbern, Sella and Leysritt who are all besides each other in a row. Between them and your team are hordes of enemies, most of whom have a defense support (the bosses even get FOUR of it) which, unless you're not a perfectionist and do not want to get Saber Lily and Magical Amber, makes things harder to kill. Oh, and you also get one Spoony Bard of an ally who cannot die under any circumstances or else it's Game Over. (Fortunately, you can just let him sit at the back with no problems, but he's still a waste of space.)
The Eldar Falcon Tank from Dawn of War 2. It has powerful and annoyingly precise guns that can kill your men in mere seconds from large distance and if you try to revive them, it will just kill them again without even moving! You have to lure the tank away with good chances that the bait will end up dead as well. The only one who can get near enough to use the anti-tank Melta bombs is the scout Cyrus, but if he's yet to learn an ability to throw the bombs without breaking stealth (and it's quite a high-level ability), he will be shot immediately after the throw (it takes more then one bomb, naturally) and then... see above. If he does get said ability though, the boss becomes a cakewalk... as well as almost every other one after him.
The fight against Martellus if your whole team remain pure. He has a custom Chaos Predator that is essentially a Space Marine Predator on steroids. The tank will wreck your party in seconds, even if they have Terminator Armor.
Sid Meier's Pirates! has a nasty one in Marquis de Moltalban. First of all, you have to hunt him all over the Carribbean, and he usually favors ports on the ass end of the map, like Vera Cruz or St. Augustine. You find him, and he is sailing a tricked out War Galleon with full crew and all upgrades. THEN, you have to fight him, and he remains wicked fast and skilled - age slows YOU down, but not the guy who was already white-haired when your character was but a lad. After having to fight him four times for the map to his hideout (which is usually in Nicaragua, far away from any ports to refuel or other plunder to keep your crew happy), you have to put you and your crew against his mercs in land combat. then, you have one more go at him before you take him down for good.
Selvaria Bles in Valkyria Chronicles definitely holds this trope. The first time you fight her, she can effortlessly slaughter your foot units; the only way to really stop her is to block her from your soldiers with your goddamn tank. The second time? She gets anti-tank capabilities. Did I mention that if the main character's tank is destroyed, it's game over?
Also from Valkyria Chronicles, the entire fight against the Batomys. Not only is the premise of the battle a bit ridiculous (you have to knock over chunks of wall so the Batomys has to fire its main cannon and explose its radiators), but the turrets mounted on the tank are tiny, and your Lancers are so inaccurate they couldn't hit water if they were standing on a boat. If the Batomys gets even one shot off at the Edelweiss, it's instant game over, so you're constantly maneuvering to stay out of its firing range while also knocking down walls (which has to be done with mortars rather than shells even though the game states you can use both, and the mortars have to hit a precise unmarked spot on the wall). If you do manage to get the Batomys to expose its radiators twice, and your Scouts manage to climb it and chuck a grenade in there, you get a short cut scene and suddenly WHOOPS, here comes an entire squad (including Lancers), blindsiding you and appearing out of nowhere, instantly getting the initiative. Since your tank is almost always positioned right where the squad spawns (because you're backing away out of the Batomys' firing line), the enemy units only need a single turn to reach it, and get around it if necessary, which means one Lancer will circle your tank and blast it right in the radiator for another instant game over. If you've somehow prepared for this occurrence (by, oh say, getting a few game overs and getting in position for a squad which you shouldn't know is coming), you still have an invulnerable Valkyria, the afore-mentioned Selvaria, rampaging across the battle field, who has an instant kill attack with tremendous range and an interception radius that is close to 360°. It's an enormously cheap battle which you can only win by trial-and-error gameplay.
You would think the mission where she faces you as a regular human instead of a Valkyria would be easier, right? Guess again. She gets a Gatling gun with a range that can hit anywhere on the battlefield she has a line of sight to, and she reloads in no time. Not to mention that she dodges every attack that isn't from behind, is sitting beyond FIVE BASES worth of defenses (and continuous reinforcements) and will make plentiful use of the Heal All order. Oh, and things like mortars and grenades, which are the usual way to deal with Aces and such that dodge attacks? She's TOTALLY IMMUNE TO THEM.
While technically not a boss, Ty the Immortal has an honorable mention. He must be blessed with ESP, as he will dodge every goddamn attack you throw at him, even if you're sniping at him from across the map. Ty also has the dubious honor of appearing in multiple missions, even if you killed him in a previous chapter. This particular Ace deserves mention because of the second mission in which he appears, because he is directly on the path you need to take, can easily kill either one of the two units you have (and you need to keep both of them alive and get them to the destination together), and has a lot more HP than the other enemy units. To make matters worse, one of your units' movement is impaired.
EVERY Enemy Ace does that. None of them are bosses, or even required to kill, but you get amazing weapons if you do defeat them.
The Total War series had a few factions that could count. Medieval 1 had late game Turks/Ottomans. Left unchecked they will take over half the world map, they will have roughly 70 full stacks of troops, and will accept nothing less than your complete and utter destruction.
Medieval 2 has the Mongols. They can show up at one of three different spots on the map, at a random time, with more stacks than spread out your entire kingdom. All of them heading towards your capital. If you're not prepared for them by that point with some decent anti-cavalry, you may as well delete that save. Oh, and they were just a warm up. Their bastard children the Timurids come along after you've taken an appropriate ass-kicking from the Mongols, or alternatively whenever the game feels like it. They're basically the same, EXCEPT FOR ALL THE ELEPHANTS WITH CANNONS ON THEM, ALL POINTED ATYOU. Yup, just like in real life, the Mongols are utter combat monsters.
Empire Earth has Grigor II. The thing itself isn't too bad, since a squadron of weak flying robots can pound its health away fairly quickly with it having no way to retaliate, however his SCENARIO is pure evil. A Bad Case ofDeja Vu is easily the single most difficult scenario in the entirety of the game. To clarify, you have Modern Age technology, and command the near-worthless city of Voronezh you destroyed effortlessly in the first scenario, while Grigor has both Russian cities allied with him, with time vortexes warping in Nano Age technology constantly, nevermind the fact that Volgograd has completely functioning production buildings upgraded to max. What's worse? Your gate is nuked in the opening cutscene, that's what. Oh, and the vortexes themselves are at the very back: Volgograd has one too, so Grigor II has doubled unit production, and the only way to reasonably destroy one is to nuke it, which, considering the fact that AA tanks and AA guns are all over the place is quite flatly near impossible. The entire scenario can be summed up simply by saying that The Computer Is a Cheating Bastard, and that you're on the receiving end of the Curb-Stomp Battle that was the first scenario. Oh, and 2.0 added Hard Mode. Good luck.
StarCraft II has Maar, one of the few legitimate bosses in the game. Normally, you need to complete the mission objective to kill him for good, otherwise he revives after a while and slowly grows in strenght each time. The Immortals make short work of him though. On Brutal, he revives in seconds, and the main base is protected by a lot of air units while you only have Stalkers to deal with these.
Mentioning Midas in Record Of Agarest War will make people scream in frustration as to how hard he really is. Even if you bought the Downloadable Content, he's still pretty hard. He could really qualify for a Wake-Up Call Boss if it weren't for the fact that he's one of the bosses of the third generation, but this is the boss where you really need to think of strategy. Not only is his Phoenix Strike a One-Hit Kill, he can hit people at two squares apart, and he can regenerate 1/4 of his health per turn.
Eternal Poison has Ignis. First of all, getting him to appear in the first place is a right pain— you have to capture one of each of the four types of Majin on the map. For those unfamiliar, capturing a Majin requires you, on its killing blow, to deal a set number of damage above what was needed to kill it. This Binds it, which leaves it immobile and ready for capture. Sounds easy enough, right? WRONG! Not when the Nightwalkers can snipe you from 5 spaces away with a third-level Malus spell. Or when the Armatuses can eliminate your fighters' ability to attack whatsoever by inflicting Fear. And especially not when the Acridas beat you down with their ludicrous physical attack strength whilst inflicting Sleep so it can destroy your fighters more. Hopefully you have a fighter who's good with Strike attacks, or else you're going to have a right old time with the Zyr Phantasms, who besides taking two people to capture in the first place, resist to varying degrees ALL MAGIC.
Once you've suffered through the above terror, Ignis graces you with his presence. Bosses in this game have these things called Demon Auras, which are specific requirements that have to be met before you can damage them— for instance, Terranus, the boss who precedes Ignis, requires a combo attack to be performed on him before your fighters can all hurt him. Now, Ignis's Demon Aura is that you have to hit him with a Pierce, Strike, and Slash attack before he can be hurt. That's all well and good, but it's entirely possible— and likely— that the player is fighting Ignis as Ashley, who has no storyline characters who attack with Slash. The only hope in this case is to have a mercenary with Slash— and that they don't die before they get to Ignis. Ignis has backup in the form of Pyromotes, which can snipe you with insanely powerful Pyro magic, and the Exo Machina, which can Fracture you, heavily decreasing your stats. And of course Ignis himself has bucketloads of Fire magic himself FOUR spells of it in total, including an area-of-effect spell. He's also only weak to Water and has a whopping 570 HP. And, of course, God help you if you want to capture him— you're gonna need to do 180 extra damage on the killing blow, and have two people left alive to capture him with. And those Pyromotes and Heeflers with him? Pyromote can bring Bound Majin back with half HP, and as an AI priority Heeflers KILL Bound Majin, preventing you from capturing Ignis.
Ymir the Norse Titan from Age of Mythology: The Titans campaign. You have to stop the him from destroying the villages on his way to your base, but this is difficult because he can easily kill your soldiers and he sends enemies to attack your base many times throughout the mission, which makes it very annoying to split your army between stopping Ymir and defending your base. Folstag can stun him with his breath, but even so, Ymir makes the mission quite challenging.
Clone Shunsui Kyoraku in Bleach: The 3rd Phantom. The other members of this batch of clone captains aren't so bad (with the possible exception of Byakuya's clone) but Shunsui is vicious. He can do support attacks with the other clones, and he can destroy weaker characters in just a few hits. Add to this the highly annoying Absolute Defense skill he sports, which gives him a rather high chance to reduce any damage done to him to 10 or less, when he has over 1000 HP to start with.
The final boss, Hollow Seigen, also deserves mention. Just getting to him is a pain, as he can spawn All-elemental (bypassing the Tactical Rock-Paper-Scissors aspect of the game and just making it so that they get extra attacks every time) tentacles which each have 2000+ HP. They don't do too much damage, but they're a nuisance nonetheless. Hollow Seigen also has some kind of lightning cannon that takes up three columns and the entire horizontal length of the battlefield and inflicts Shock, which disables your character's skills temporarily. The boss even has an aura that makes it so that your characters get Shocked just by being near it, which makes it a pain to try and heal in between attacking it, due to the arbitrary 10-item limit on inventory. Once you actually get to fighting it, you'll find that it has nearly 10000 HP, hits like a truck with its attacks (which can also (surprise!) inflict Shock if you somehow got up to that point without being Shocked), and is also All-elemental so it always gets an extra turn. Utilizing Co-Op attacks makes the fight go by a little quicker, but it still takes a very long time to bring down.
The Final Boss of Disgaea Dimension 2, Xenolith. For the most part, simply doing a little bit of easy Level Grinding is enough to get through the main story of any Disgaea game, and the final bosses tend to be reasonably easy due to lacking anything to deal with such a strategy. This is not the case with Xenolith, who's ability involves draining 3% of the base stats of every unit within 10 spaces of him, increasing by 3% for every space closer to him. That's right, not even being level 9999 can guarantee a victory against an endlessly lower level boss. While leveling up a weapon can be useful, as he doesn't drain stats provided by weapons and armor, he's still tough because he can move around the map quickly, can pass through units so that he can't be surrounded and trapped, and has a long range, widespread, hard hitting special attack. On top of this, his HP is obscene. If you've simply been going along with the story and never stopping to level grind, than no matter what combination of spells, attacks, skills, or even characters you use, Xenolith will never die in less than ten turns. As you've read before, he can do a lot with ten turns.