Considering all the COD games I've played and beaten so far, as of this writing, "World At War" was by far the hardest to complete on Veteran difficulty. Bar none! Both Black Ops and COD4 were a pain in the ass in terms of difficulty but neither hold a candle to WaW. I can't tell you how many times I've rage quit on individual levels. I actually rage quit on "Blowtorch and Corkscrew" numerous times and was actually forced to skip "Heart of the Reich" on Veteran difficulty and moved to "Downfall". Granted, "Downfall" was a pain in the ass but it was nothing like the solar system of worlds of butt hurt that "Heart of the Reich" was. Most of that mission was moderately difficult, typical of all Veteran levels but when you got to where the Soviets stormed the Reichstag, I swear to God, it became "Call of Duty: Dodge 40 Grenades". The grenades during HoTR were just maddening to where I actually broke a controller once in 2009. I've counted as many as eight grenade indicators on my screen and even when I took cover to avoid enemy fire, grenades suddenly landed on my ass and killed me. It took me years to go back and try again. I finally completed that level in 2012 and in terms of COD, beating this level and WaW on Veteran difficulty ranks among my proudest achievements to date. So in terms of which game was the most Hell to beat, "World At War" by far was the most nightmarish to beat but I'm proud to have done it and now WaW ranks among my favorite COD games to date.
As for the other Modern Warfare games, I've found the Treyarch side of the franchise to be far harder than the Infinate Ward side. Both MW2 and MW3 were much easier than COD 4, BO, and Waw in my opinion.