Breather Boss: Compared to the other bosses, The Contessa is a piece of cake. Her attacks are all slow, weak and pretty easily dodged. Even after she starts using the Clockwerk eyes on you, it's quite possible to end the fight without taking a single hit.
Narm: Neyla's alleged English accent. It's supposed to be a Cockney accent gained during her time educated in London (she's actually Indian) but it's rather glaringly fake. Probably a case of Ooh, Me Accent's Slipping, as her accent sometimes sounds Australian.
Moral Event Horizon: Neyla crosses it when she betrays and kills Arpeggio and possesses Clockwerk, becoming Clock-La. If the betrayal of the Cooper Gang and Carmelita at the end of Episode 3 was not considered crossing the MEH, this is it.
Player Punch: Bentley being crushed by Clock-La's closing beak and rendering him in a wheelchair; particularly because the last action you get to do before the ending cutscenes is getting Bentley to grab the Hate Chip. No matter how hard you mash the buttons as Murray, it's all in vain. Made worse when Bentley tearfully cries, "Pick me up! I can't walk!"
That One Boss: Rajan, who has absolutely massive health (even though you are playing as Murray, your attacks still do little damage to him), has damaging attacks (which are also hard to avoid due to Murray's size and slow speed), and summons goons to help him fight which also do a lot of damage if they hit you.
The Water Bug mission in Episode 3. Once you know where all the pools of water are, it's a lot easier but it essentially turns the jungle into a maze for first time players. Oh and you can't get hit at all during the mission, or you'll have to start over. This includes the lasers in the final section.
The Dam mission in Episode 3. Your turret can only fire in bursts and is constantly moving. You spend 90% of the mission shooting the enemy helicopters instead of the Dam. Said helicopters are blue-grey and occasionally fire missiles trailing dark brown smoke that take a fifth of your health. All of this against a grey-green sky and dark grey mountains rendering most enemies hard to spot.
The Contessa's levels (Episode 4 and Episode 5) are a real pain-in-the-neck. You spend the first three missions as weak techno-wizard Bentley — before you can spring Sly. With the exception of getting Murray out, Sly's missions are long and painful. At least the Operation: Trojan Tank is not as Nintendo Hard as the rest of the level.
Charged TNT Run. Not only you have to go to three different areas to collect certain objects, you are unable to fight the guards. And often, if you have to drop in front of one, there's a chance that he will never move, meaning if you move, game over.
Even if you don't move, if the guard touches you, they instantly detect you and attack.
The Lumberjack Games. Doing the events is easy, but sabotaging Jean is a pain, especially in the last two. The second event has you trying to pull Jean down using three grappling hooks that are hard to maneuver, and the final one has you luring the judges with your Alarm Clock into the cave, which is easier said than done.