I was playing the NES version of Arkanoid and realized that I'd died twice on the first level. Greed, seeking the falling powerups, disasterously neglecting the bouncing ball in my pursuit of the lazily falling power-ups.
Arkanoid is one. I am pretty terrible at this game, yet I continuously come back to it. Same with Scramble.
What games can you just not say 'OK, I suck at this, let's move on to something more in line with my aptitudes", but stoically continue playing, despite not getting any better at said game?