This topic is awesome and so I'm going to bump it (constructively, of course).
Any Hitman Game: That moment where a guy figures out you're a fraud for no legitimate reason other than his magical IDENTITY SCANNING RETINAS. Bogus, man. Bogus.
I also didn't care for the fact that some levels require you to already know what to do (which is generally very esoteric) and start doing it literally the moment the level starts, all the way to the eventual mission complete, never hesitating. That goes beyond trial and error. That's just bad design.
What I mean is how some paths are only open to you for the first [insert timeframe], and after that you can't do it ever, even if you realize it's the best path.
Indiana Jones and the Infernal Machine: Heavily flawed game, but generally pretty playable, and c'mon, it's Indy. You know what's bogus though? Underwater combat. Oh I can wreck up a pirhana pretty good, but the sharks? Come on man, they get stuck to you, they don't have an attack animation, WHAT DO YOU WANT FROM ME? The only option is to repeatedly jump into the water to lure sharks, climb back onto the shore, shoot the ensuing sharkfest and tediously repeat until they're dead. Needless to say I have shelved this game for now.
Dead Frontier: A pretty cool (free!!!) zombie survivalist MMO for PC. I like scavenging. I like killing zombies. I do not, however, like that the new 3D engine has no indoor areas whatsoever, and something I hated on both engines was the moment you decide you're done. You want to go back to base and level up (can only be done in a safe area), and my god is the trek back ever tedious. Every time.