My angriest moments have less to do with game moments and more faulty disc moments.
My first copy of Shenmue would randomly freeze on loading screens. I never technically beat Shenmue (it would freeze during the Swallow Flip lesson) until a few years later.
My Shenmue 2 discs are scratched up to hell from when I was younger and didn't take proper care of them. Every time I try to replay disc 2, I get to the point where you chase Ren in Pigeon Park. Then the game freezes precisely when Cool Z starts laughing. This causes Cool Z's laughter to loop infinitely both to mock me and to serve as penance for my sins.