I know this may be a difficult question but, I think I can honestly say that the dagger-tossing chick in the white robe on Ninja Gaiden for the NES. Tecmo placed her on the other side of a pit in the mountains. I spent numerous hours trying to pass that part of the stage as she knocked me into the pit with her endless supply of daggers she tossed in a high arc.
What enemy has claimed the most of your lives in your gaming career? Try not to include pits, spikes, or falling to death, but if an enemy has forced you into those hazards, then those pain in the ass baddies are acceptable.