I'll second this. Good lord, I remember spending hours and hours getting thru Death Mountain to find the hammer. Then fighting, fighting, fighting thru that awful path that led to the final palace. Then trying in vain to beat that god damn blue/red Thunderbird (and failing, until 2002 when I could use an emulator and cheat codes). I finally got to see the ending, which was lame, but at least I finished the game.
I'll also second the comments about Ninja Gaiden, which, come to think of it, was much harder than even Zelda II. All the Ninja Gaiden games were great, but horrendously difficult to the point that I never finished any of them without a game genie.