Mortal Kombat, or any sequels thereof.
Kinda like what Sel Nar said earlier, the not only do I hate the Mortal Kombat series for its cheap difficulty but the fact that the game itself was gratuitous with its over-the-top violence. Looking back on it now, yeah, the amount of blood and gore it streams out is ridiculous, but its still disturbing to me.
My primary reason for not playing it again though? Damn game give me nightmares, of all things. Of course, you have to realize that the very first time I started playing this I was six years old, and I loved the fighting game at first! Beatin' people up, seeing the blood spray everywhere, and then--
Hey, whoa, what's this! I'm losing! I'm gettin' my butt kicked here! No! No! THIS ISN'T FAIR! Why isn't my guy able to do anything! My enemy is able to hit me right out of my attacks before I can even hit him! He's beating me! And then, not only did I get very soundly trashed, upon my first ever loss I also encounter my very ever fatality. Just my luck, it has to be Sub-Zero's spine rip.
I nearly dropped my controller at this. Surprised, a little shaken, I thought it was just my imagination at first. But then, no, turns out these "fatalities" are a core finisher in the gameplay. Each one of them practically more brutal than the last. ...Now, at first, I wasn't too worried. I mean, it was just a game. Despite myself playing it rather late for me in the evening (my bedtime at the time was no later than 10:30). So I shut the game off, went to bed...
And for, like, the entire night and the night afterward I just kept dreaming I was in those fights. Not the characters, but me AGAINST the characters. And every time, I kept losing. Every time, they kept beating me because they were too strong, too quick, too smart. No matter what I tried to do, they either blocked or countered faster than I could even anticipate. And then, finally, when I could fight back no longer....they ended me in the most hideous possible fashion.
Not a fun thing for a six year old to experience. xD I was only borrowing the game from a friend, but it had went back after the second day.
Rented out Mortal Kombat 3: Ultimate from the local Farm Fresh about seven years later. Thought I was older, more mature, and that I could handle it at 13. ...Yeah, for the most part, I did. And then I still got nightmares from it. >XDD Went back the next day to exchange it for something else, and I've never played MK since.