Secret of Mana (if you consider it an RPG) - the haunted forest area where you fight the witch and her pet. That boss, and the mini-boss battle consisting of the two werewolves pisses me off everytime.

Xenogears - anytime when I'm in a town and have to track down a specific person to talk to.

Final Fantasy 6 - Fanatic's Tower.

Final Fantasy 7 - The desert prison part of the Golden Saucer annoys the living hell out of me, and I can never remember what I'm supposed to do to get past it.