@foone also Another World if you want, like, fantastically animated cinematic Dark Souls-level difficulty. https://en.wikipedia.org/wiki/Another_World_(video_game) (I played it on SNES and have it on Steam but it did get a DOS port back in the day)
@foone Nobody is gonna mention Fire & Ice because it's a British game that hates the player, and yet it still better than 70% of the games you're gonna get in your replies.
Honorable mentions for others that still hold up, and not just nostalgia based: Dangerous Dave in the Haunted Mansion Duke Nukem 1 Captain Comic 1