I made it more than halfway through Gravity's Rainbow by Thomas Pynchon before giving up on it. I just couldn't find any enjoyment in reading it, I was also very sick at the time I made the attempt and that probably didn't help matters any. I think at some point I may go back and try again or try to find an audiobook version.
Another one that really hurt was J.R.R. Tolkien's The Silmarillion. As a huge fan of The Hobbit and The Lord Of The Rings saga, I was eager to read about the back story of Middle Earth. I found it impossible to connect with anything the book was saying due to the style in which it was written. I don't remember how far I made it exactly but I finally had enough. It hurt but what could I do?
I now find myself in the same boat with a book called The Book Of Eibon. This is a collection of short stories written to recreate The Book Of Eibon, a tome of evil spells and information written about by Clark Ashton Smith and H.P. Lovecraft. Most of it is written in a faux medieval style that I find impenetrable. So I may skim through it to see if ANY of the stories are worth attempting, otherwise, on to something else...