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Here's one I got from a magazine.
Finish Megaman 2 without taking a single hit.

I've heard of this one. It's not impossible, but just plain insane.Here's one that I tried when I was younger: Finish Street Fighter 3: Third Strike on level 8 without defending or getting hit: only parrying is allowed. Of course, you can't lose a single round.

Beat Silver Surfer on the NES without dying once, or using savestates. x.x