I remember one part of Max Payne where I couldn't get past no matter what. All I remember is having to walk on this thin red line with a baby whaling as the background.
Those dream parts are kind of nasty and annoying, but I wouldn't say worst of the game. (I've only played PC version, don't know how it'd be on consoles.)
I've played on emulators lots of things and some that seemed most horrible were in Master System Ninja Gaiden and arcade Ghouls'n'Ghosts, but I don't remember exact levels.
O-M-G !!!!
Let me explain something. Trying to remember difficult levels, one thing that came to my mind was a Carmageddon 2 mission that's been a pain in my ass. (I don't remember if I've played C2 two or three times.) So I just went to find a video of the said mission. Here's the video:
Now, in this video the player goes to pick up the electrocution weapon ("electro-bastard ray") that kills everyone near you (only for 30 seconds though).
I never realized that's what you should do.
The mission is to kill people in the flight control tower. When you have that ray on, all you have to do is jump anywhere near the top of tower and people inside are dead.
Not knowing/thinking of this, I have always assumed one needed to jump into the tower (through window) - WHICH IS CONSIDERABLY MORE DIFFICULT!