There are different views on this question. In my musical experience playing the trumpet and piano, talk in the musical circles I was in, and through research I conducted, alluded to the fact that the violin was a hard instrument to master. Others believe the oboe, the piano, and the viola are hard instruments to learn/master.
That being said, some people take quite easily to an instrument deemed difficult. Others have trouble with instruments deemed easier to learn. Every individual is different and approaches the learning of an instrument in different ways. It all depends on the capabilities of the person - physical dexterity, intellectual ability, their creative bent, analytical skills, and musical goals.
Judging from personal experience, I would say that they are all hard to learn and harder to master if you don't have a special talent for music and a love for a particular musical instrument. People who really have a love for a musical instrument will not have to force themselves to practice for an hour a day. They will always be holding and fondling or tinkering and toying and noodling around with their instrument of choice. But I found that I didn't have that much interest in the various instruments I tried, and I am glad I gave them up. At my best I would have been mediocre, and there are plenty of really good musicians who are having a struggle to survive. I never tried to play the violin, but I would guess that it must be the hardest to master.
In my experience, I would say the violin is the hardest to learn out of the instruments listed here. Many of the woodwinds like the flute or the french horn require practice to improve but are relatively simple to learn some basics. It's certainly easier to control embouchure than the bow of the violin, at least in the beginning. Piano requires a person to read notes for both the left and right hand simultaneously. In the beginning, this is difficult. Eventually, almost instruments will require a person to read more than one line of notes because they will likely play with another instrument or orchestra at some point in time. I would still suggest that the technique and skill required to play the violin takes much longer to achieve than any of the other instruments.
As others have mentioned, this is a personal opinion-type of question. Any instrument can be difficult if you aren't interested or motivated to practice and learn the unique characteristics of whatever it may be.
When I reached the point in my piano lessons where both hands were playing at the same time but were playing different notes and rhythms, I wrote in my lesson book in my boldest second grade printing, "THIS IS HARD!" (I still have the book!) Since then, I have progressed on from that point (thankfully), but I can still vouch for the challenge of playing a piece well.
I am amazed when I watch my church organist playing two of the three keyboards on our church organ and using her feet to play the bass pedals at the same time! Again, I understand that it's a matter of practice and experience, but that takes a lot of coordination!
I play the piano and it's not that hard to learn. I think the hardest instrument to learn (it's not listed in this discussion) would be the bagpipes. It really looks complicated! I wouldn't even know where to start or how to hold it. Another hard-looking instrument is the trombone. I hear that a person has to be very particular about how far the slide goes to make a particular sound, and are there buttons to play a note? If so, playing buttons while pulling the slide would be almost like patting the head and rubbing the stomach at the same time.
I can only speak from my experience when I say that the piano is very difficult to play at anything approaching a competent level. I found it very difficult, anyway. On the other hand, I tend to think that if you struggle on one instrument, you will likely struggle on others, as well. In other words, it was probably down to my incompetence rather than anything inherently difficult about the piano.
Given that I have never played any musical instrument well (some I have never even touched), I would think the harp would be the hardest instrument. The harp, while beautiful, simply looks difficult. As readerofbooks points out, the size of the harp is large. Outside of that, the music of the harp tends to be written for solos--many of the other instruments mentioned are parts of groups of instruments in orchestras (one would not stand out as much if playing a brass or wood instrument).
This is largely a matter of opinion, but I would say that the harp is the hardest instrument for a few reasons. First, just the sheer physical size of the harp is prohibitive, not to mention the cost. Second, it is rather hard to find a harp teacher as well. Finally, the harp from what I hear is not an easy instrument to play as there is a steep learning curve - again part of the difficulty is the size.
I'll go with French horn. But this is not from personal experience. I say this because my brother majored in French horn performance in college. He also played flute, trombone, and a number of other instruments and says that horn was the hardest to master. He talks about how hard it is to get the correct embouchure...