On searching the internet for difficult crossword puzzles I find that the New York Times is often mentioned. But is there a rating system? If so how does it work?
As mgkrebbs stated, the most widely known system for ranking the difficulty of crossword puzzles is by the day of the week. The New York Times is famous for doing this, with many other crosswords following in its footsteps. Monday is the easiest and Saturday is the hardest, with Sunday puzzles being larger and having the difficulty of about a Thursday puzzle. The biggest jump in difficulty is from Tuesday and Wednesday as the words get longer and longer and the clues get trickier. Hope this helps.
There is a big contrast with Sudoku rating. For Sudoku, there is a list of techniques for solving and an agreed ranking of the difficulty of the techniques. The further down the list you go, the harder the puzzle. Between lines of puzzles, the number of stars may vary but the order of difficulty generally remains the same. For crosswords, there is nothing of the sort. Any difficulty rating is in the eyes of the constructor/editor. Yes, generally as you go through the week they get harder, but what one person finds difficult somebody else may find easy.