RPG's are the worst when it comes to this sort of thing. You get to a boss and they turn out to be insanely hard and you have no idea how long it's going to take to beat these bosses. I would use anything from Kingdom Hearts as an example for this. For example, everytime I'd come up against Cerberus in Mt. Olympia I would be totally stuck on it and couldn't beat it because it seemed to have insane health for the level I was on. It was really annoying.
Another game which comes to mind is Paper Mario. Even though you're using the best abilities and stuff, then it comes to the next part and Bowser just heals everything right up before you can hit him again. D: I also find the second one to be really annoying as well for when you get to the Shadow Queen, take her down to half-health, and she invokes invincibility mode where you have to stop her from attacking her while doing nothing, then take her down to 0 from high health. Not to mention she can sap your health from you and iirc paralyze you as well. :/
And don't get me started on Scott Pilgrim vs. The World game. God those evil exes are just annoying most of the time. There's that flashing indication which tells you if they're close to low health or not, but the rest from there is a guessing game. Example is when you come to Matthew Patel, you take him down to a certain point and he'll invoke invincibility with his Demon Hipster Chicks. Take him down to another certain point and his Demons will start throwing fire at you while he's fighting you. I guess it's more of an accomplishment when you're able to take down your toughest foes in games like this.
Also Odin in FFXIII, nuff said.