back then you'd use the manuals much more often (and guides, especially in Japan; they had them for every single game in existence, it would seem).
Yes, and helplines, too. Part of the reason why many games back then were so tough must have been to make money from people calling in or getting a Nintendo Power subscription.
Back on topic, the hardest game I've played has to be Ghosts 'n Goblins. I can barely get past the first guy, not to speak of the rest of it. While I never owned that, I did have Super Ghouls 'n Ghosts, which was also pretty difficult (I never beat it until later with save states). The fact that you're forced to play through the games in that franchise twice to get the true ending is absolutely sadistic.
Has anyone mentioned the Disney games? Some of those were utterly ruthless. I'm thinking of The Lion King, Aladdin, etc. In that whole era, companies were trying to crack down on customers abusing rentals, so they made the games so hard that it was more worth it to simply buy the games rather than renting multiple times. That was really the only way to dedicate enough time to be able to beat them.
Let's also not forget the Super Star Wars trilogy. Holy crap, were those games bullshit. Especially Empire. Just ridiculous.