Another game that was probably a big accomplishment in terms of difficulty was Shin Megami Tensei: Nocturne for the PS2, on hard mode lol. The game was one of the most unforgiving rpgs I have ever played before, and even with badass monsters on your team like Metatron, it still took a lot of critical thinking (and a bit of luck) to outsmart the bosses. It was a rewarding game however, and offered a lot of customization for the main character.