Fallout 3 - The beginning of the game is difficult to the point where many players may simply give up. You pretty much don't stand a chance and will die constantly before it becomes easier.
Mickey Mania: The Timeless Adventures of Mickey Mouse - Extreme difficulty jump between levels 1 and 2. After that, it's all over the place.
Eversion - Worlds 4, 6, and 8 are harder than 5 and 7.
Battletoads - All levels are hard, but level 3 is generally considered the hardest. After that, it actually gets easier.
Lemmings - Difficulty is all over the place.
Eternal Daughter - Starts off absurdly difficult (you will die literally every minute or so) and then gets easier as you gain new abilities.
Advance Wars series - You can never predict which boss will be the hardest. In some games, the final bosses are actually quite easy, while the ones before it are very difficult.
Dead Rising - Combination of mall layouts and time constraints means the difficulty will randomly jump from being incredibly easy to being extremely hard and then back again.
Grand Theft Auto series - Some missions are total cakewalks, others will make you want to throw your TV out a window. The difficulty of each mission is completely unpredictable.
Puzzle Quest: Galactrix - Sometimes, you'll have time limits and need to make sets in specific orders. Other times, you;ll just randomly make matches until you can't anymore.
Sonic the Hedgehog series - The early games never started off easy and then got harder. They started off easy, but randomly interspersed harder levels before having a final level that usually wasn't very difficult.
Looks like someone's been reeading TVTropes Anyways I agree with most of your examples, i'd also throw in the Rock Band series, sometimes the lower tiers have more difficult songs then a higher tier.
Tomb Raider is a great example
The hardest level is Natla's Mines,the first Atlantean level,the rest of those levels get easier and easier, the final battle with Natla is a breeze
The last few levels in "Grome" such as Tiohcan or The Cistern are much harder than the Egyptian levels
@darkrage6 are you a troper?
Dead Rising 2 (PS3): This game was a total nightmare to start and I almost gave up after 2 hours because your character is so slow and weak and the bosses are flat out impossible. Turns out you need to level up and the game gets much easier.
Double Dragon 3 (NES): The entire game is hard, but the first level was an absolute nightmare back in the day. One life? No continues yet? Are you kidding me?
However, the grand champion of inconsistent difficulty is:
The Simpsons: Bart vs The Space Mutants (NES): The first level is hard because the purple objects are so hard to find, the second is a joke except for an almost impossible jump, the third is tough but reasonable, the fourth is almost impossible and the fifth is easy if you don't get lost. It's like each level was designed in a different country and nobody tested the game before releasing it.