Unlocking Sheng Long in Street Fighter 2.
Long before the Internet existed anything outside of university research, people had to read magazines for gaming information. Games like Street Fighter and Mortal Kombat didn't come with any instructions, so things like special moves and fatalities were unknown until discovered. We used to travel to different arcades and ask people what moves they had heard about/knew from experimentation.
Electronic Gaming Monthly came out with a guide on unlocking a secret character in Street Fighter 2 which had an insane level of difficult circumstances. Everyone was going nuts trying to unlock this character, the conditions were so difficult and so it was hard to prove whether they were met or not.
Turns out it was their first April Fools joke and the whole video game world was duped. By far the most difficult puzzle in a video game is trying to unlock something that isn't there!
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