probably dustforce, if you don't count beating the [prefix]-difficult levels, since i'm convinced that no ordinary human with a normal human amount of free time could possibly perfect one of those levels
If you're counting in the way you play the game in question into account, then I can say that doing Zero-Death runs of both Pikmin and Pikmin 2 is really challenging. But if you're just taking the sheer difficulty of the game without any self-imposed challenges whatsoever into account, then I'll be generic and say that Super Mario Bros.: The Lost Levels (which by the way took me twelve years to beat) is the most challenging game that I've ever beaten.