This makes me wonder (and I'll pose the question to the entire thread): what is the hardest game you've beaten without dying?
Given that shmups tend to be an order of magnitude harder than other games, it might be Thunder Force IV. There are a few shield items throughout the game, but the enemy will chew through those in no time unless you know what you're doing (and you'll want to use up some of those free hits to plow through certain walls hiding point items). It's easy to die in the blink of an eye.
Contra III on Hard is up there, too. Everything is sped up drastically, with enemies charging in from the edges of the screen and snipers who shoot so fast you need to kill them the instant they're scrolled on-screen. Even the sand that spins you around in the second overhead stage is faster, forcing you to double-tap the shoulder button to counter-spin fast enough to hold your aim (a mechanic you might not even know about because it's not needed on Easy or Normal).
My no-miss in Metal Slug was a lucky fluke. As became tradition for the series, the end of the game turns into pure chaos, with so many different enemies flooding the screen it's extremely easy to die to something you didn't even notice because your attention was occupied by five other things. There's one section in particular (the bridge in the final mission) where I had accepted I would die at least once, and I was only aiming for a no-continue clear. But things just happened to line up that one time, and I managed to stick out the rest of the run.
Hard Corps: Uprising took a lot of practice. "Never stop moving" is good advice in any run-and-gun, but in this game it's even more important to maintain your flow lest you get overwhelmed. You also have many more verbs than unusual, so flow means knowing when to dash, tackle, air-dash, double-jump, and so on—and it's very long for this kind of game. Using Sayuri's blade, you can kill everything much faster than other characters, but it bears the risk of getting close to all your targets.
Castlevania may not be on the same level as the above games (it's plenty short, and not much can answer triple holy water), but you can still lose it all if your concentration isn't cranked to the max at all times.
Some games like Super Castlevania 4 or Super Mario World are considered "easy", but the possibility of instant death makes a no-death playthrough unlikely to happen accidently (and somewhat annoying as a challenge, I bet).
I have yet to complete a no-miss clear of Super Castlevania IV for this reason. The last few stages in particular are rife with pits and instant-death spikes, and the game is so long (and so easy at the beginning) that I only feel up to attempting it once in a while. The furthest I've reached is getting bonked into a pit by this skeleton knight in the penultimate stage. My most recent attempt ended at the disappearing bridge at the end of the fourth-to-last stage—which speed runners tell me is in fact one hundred percent random in how it disappears.