An example of a hard to render situation (not just for path tracing) is visualizing caustics on the other side of glass, since you can't connect paths directly

An example of a hard to render situation (not just for path tracing) is visualizing caustics on the other side of glass, since you can't connect paths directly to light sources or the camera. (S[SD]*S type paths in path tracing notation). If it begins or ends with a diffuse reflection then it's _relatively_ simple to form a path by starting at the other end.