Literally 90% of FPS games just give more health and damage to enemies at each difficulty level, making them bullet sponges at higher difficulties.
As has already been mentioned, a lot of strategy games just give the AI more resources.
But notably both of those genres work best when fighting human opponents, so making good AI isn't usually high on their priority list.
Any survival game with rapidly depleting meters, forcing you to babysit the protagonist instead of playing the game.
Also thousands of games are simply difficult because they're broken from a design or coding perspective.
Then there are incredibly hard platformers and bullet hells (the genres can easily mix) like Wings of Vi, but I consider that one to be fair. Results my vary.