7. Amnesia: The Dark Descent - Justine DLC
In the DLC expansion "Justine" for Amnesia: The Dark Descent, players are warned before they even start the game that they are limited to only one life. That doesn't mean that you get to continue from a checkpoint should you die, it means you're not allowed to save and there are no autosaves enabled either.
If you actually do die, the game goes to decide to go that extra little mile further and quits out the desktop - so you can look at your desktop background in complete silence and ponder what meaningful task you could have spent the last two hours attempting instead.
Whilst it isn't incredibly an incredibly difficult game to complete, puzzle-averse players may want to avoid it considering it's absolutely littered with them, and restarting the game several times may cause some people to rip their hair out.
Also, and this can't be stressed enough, Amnesia: The Dark Descent is an extremely scary game. Forcing yourself to replay massive chunks of the game over and over again just so you might reach the end could eventually drive you as mad as Amnesia's protagonist.