Excluding the Master's subjects I'm taking, I'd say Quantum Mechanics yes. Thermodynamics was not that hard I think (I didn't like it much anyways so didn't really pay much attention to it), but there might be differences in the curriculum (can't figure what country you're from). The major difficulty in Quantum Mechanics is getting used to a whole new notation and mathematics (bra-ket notation). Can't say anything about the most advanced topics on that subject since I'm not taking any more theoretical physics.
Aside from that, well, Solid State Physics is a tricky subject as well, but again, it's something I don't like. I'm an Optics guy.