I remember mentioning this before back in the old GH digs, but the worst for me was trying to earn the complete all global challenges achievement in FIFA World Cup 2006. The premise of the global challenges thing was sort of like Madden moments - the game puts you in different situations that occurred in real life and you are tasked with either recreating or rewriting history.
The final challenge was a nightmare. It was based off of the 1958 World Cup final between Sweden and Brazil, where Brazil won 5-2. In the game, however, you had to play as Sweden and change history by defeating Brazil. They start you off in the 80th minute and you are down 4-2; on top of it, with the accelerated in-game clock, that final ten minutes or so goes by in about a minute & 1/2 in real time.
On top of THAT, you use the current rosters; meaning, you play as hapless Sweden vs stacked Brazil. How stacked? So stacked that I even stooped as low as going into the rosters and subbing Brazil's 3rd string defenders and made them attackers, and put their 3rd string attackers as defenders...and even like they their overall ratings still overpowered Sweden's.
It took me about 6 months of random attempts before I was able to unlock it. The achievement itself was worth 500 gamerscore, and I've yet to see another worth that much. It was the hardest and most frustrating thing ever.