Call of Duty hard?
To me, growing up, games tended to really test your patience, sometimes memory, sometimes cheap enemy placement. You learned to overcome them and beat them, or the game would conquer you.
Stuff I consider tough:
Ghosts N Goblins series to some degree, though the first game in the series is considered the toughest.
Trojan was another tough nut to crack, constant enemy respawns like GnG, as well as Tiger Road which plays like a old school Chinese lore version of Trojan (both made by Capcom). The arcade Bionic Commando was pretty tough, and Konami loved putting out some hard as nails titles back then. Taito had some bone crushers as well back then.
Some folks say the modern equivalent of a difficult game is Dark Souls, but I haven't played them to be able to confirm this. Devil May Cry has also been called a difficult series, I do have the third game, but I have never touched it (it was given to me for free). Some near modern games where you really have to learn to play is shmups made by Cave games with bullet patterns so widespread, but the hitbox on your ship is only a pixel wide so you can slip between bullets.
Speaking of shmups (shoot em ups), this is a genre that tends to be hard until you put in enough practice, none are really considered impossible, not even the arcade version of Gradius III, though that one there is legendary for how punishing it can be.
Edit: forgot to add run n guns like Metal Slug and Gunstar Heroes. Both games do tend to give you unlimited continues (except the PS1/Saturn ports of the original games with 5 credits only), sure this gives you unlimited tries, but set a continue limit for yourself of anywhere from 3-5 continues and see how far you can get. Or see if you can beat anyone within a credit, it's possible but it takes a load of practice.