Only a couple games I can really think of currently.
First, Mega Man Zero 2 on Hard Mode. Trying to S-Rank as many stages as possible wasn't the hard, oh no. It was the fact Zero died in like 2-4 freaking hits from basically everything since he's automatically equipped with the Proto Form and can't switch out of it (Proto Form basically makes it so your equipment acts like if it was at level 1, boosts your damage a pinch, and FREAKING DOUBLES all damage you sustain).
Amazing how the only stage I failed to score a S-Rank on was the final stage...and even then, I missed out by only a couple points.
The other one...Castlevania: Order of Ecclesia, Hard Mode, lv1 cap, from scratch. Oh hai everything killing me in 2-3 hits...if I'm extremely lucky. That first forest area is a nightmare....even more so if you're playing as Algus.