Most fighting games (2D and 3D). I can't explain it -- they just don't work for me. When people try and explain how to do combos or air juggles or whatever, it just fails to register. Luckily, button-mashing and little strategy can get you pretty far in some of the games, unless you're playing against someone who really knows their stuff.
Specific games:
- F-Zero GX (so far I haven't beaten ANY Master Cups yet)
- Viewtiful Joe Adult Mode (I have lost faith that I will ever, in my entire life, clear the Magnificant Five stage)
- Metroid Prime (games that force me to backtrack kill me, because I have a terrible sense of direction)
I'm not especially embarassed about any of these, though, especially since there are games that I'm pretty good at to balance them out.