I thought Robocop was very difficult for the NES, I never completed it or even passed the 4th level of it. Another game I really enjoyed that I never finished was McDonaldLand, one of my all time favorite Platformers.

I never got to finish Mario 1 or Mario 2, cos of the no save feature on the NES

BTW, I must say the SNES All-Stars version Super Mario Bros. 3 was very disappointing, I hated the very bright graphics and the original cool sound effects replaced with the Super Mario World's effects.