Dark Link from Zelda II: Adventure of Link, that was until I found out that if you sit in a corner crouching and attacking him.
SMB2 had the hardest boss in comparison to the bosses in SMB1 and 3, but it wasn't that hard either, hmm...
I only had Megaman I and II, but I remember how hard every boss was, well at least every stage until I got to the boss(es), I mean that's usually how it is, but the Megaman games had another type of difficulty I cannot explain. Woodman from Megaman II was probably one of the hardest if not the hardest of the bosses in that particular game.
Dr Jekyll and Mr Hyde was an absolute nightmare, and I wish to never replay that game again, I don't even know the ending of that game.