Touhou Koumakyou: The Embodiment of Scarlet Devil is maybe the most famous example of it lol

Streets of Rage 3
Gradius III Arcade, though it outright tells you before selecting it at least.
Twisted Metal 2 throws up a big sign after beating Minion that says "NO LOSERS BEYOND THIS POINT"

golden axe ends prematurely if you play on beginner iirc

Plok on easy ends before you go into the final area, The Flea Pit.

Magical Chase

Zatch Bell Mamodo Fury stops you at roughly the halfway mark if you’re playing on easy

try and finish Earthworm Jim on easy and the devs have the nerve to call YOU a WORM!

Mickey Mania: The Timeless Adventures of Mickey Mouse is one you can't finish on easy. You literally get to the last level and it just says something like "Can't Finish on easy! Restart game." It really pissed me off when I played it as a child who was bad at video games. I'm actually totally fine with the idea of a game requiring you to play on the intended difficulty to finish it. I can understand why a designer would feel like a player who cheesed the game by playing on Easy doesn't deserve the ending as much as someone who put in the effort to finish it as intended. It bothers me when games do it though because they usually don't tell you beforehand (like Mickey Mania). Just renaming "Easy" to "Practice" or something like that would completely solve the issue.

Bishoujo Senshi Sailor Moon SNES and Bishoujo Senshi Sailor Moon R SNES both stop you after stage 2.
Panel de Pon stops after you beat the dragon. (I assume Tetris Attack is the same way)

ninja turtles tournament fighters locks the final boss behind non-easy difficulty. I think it's the SNES version.

SNES port of Doom locks you out of E2 and E3
Painkiller actually pulls double duty on this. Levels get locked on everything below the max difficulty, and if you play the max then the entire 5th chapter gets locked.
Contra4 ends on the penultimate level if you pick easy
Sega CD Power Rangers ends at around the 1/2 mark if you dont play on hard

Raptor: Call of the Shadows

The final boss doesn't go into his second form on Astral Chain's easy mode IIRC

Bram Stokers Dracula ends after two levels.

I hope every dev that did this lost custody of their children

I could finish them

more games should do this

I don't know if it counts, but in megaman x8 you don't fight the real final boss on easy

mega man x8!

Castlevania on Nintendo 64 (not Legacy of Darkness) ends early at the Castle Center stage on Easy difficulty

Superman 64. To actually beat it you must play it on Hard Mode.

i think PaRappa the rapper prevents you from going past level 3 if you play on the easy difficulty

Wuu Soong Conquest 3, only hard mode.

I believe Double Dragon II: The Revenge on NES is also an example of a game that ends earlier if you play on the Easiest difficulty.

Rocket Knight Adventures, but only in the US. In Japan you can make it to the end without issue (and they actually shifted the difficulties, meaning that US "Easy" is actually "Normal").

The Adventure of Little Ralph can't be finished on Normal...

Sunset Riders

Wallachia Reign of Dracula, easy mode isn't a full walk and ended stage 5 (/7) if I correctly remember

Mortal Kombat Mythologies: Sub-Zero

MKM:SZ pissed me the fuck off as a kid beacuse of this lmao, great list