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Speaking from personal experience, the harder games to nuzlocke were BW, BW2, and Platinum.
The former two can easily screw you over in the early game, and have pretty tough E4s as well.
Platinum, however, loves to throw tough boss after tough boss at you. The gauntlet you're subjected to after Byron is fucking brutal.
(Pic related aren't all the nuzlockes I've done; since this pic, I've also done Black 2 and Blue).