In terms of being tight, Castillo I and Maidana I were the only truly close fights of Mayweather's career (as in, the only two fights where there was an air of uncertainty at the final bell over who'd won, albeit more so for Castillo I). You could make a case for Castillo actually winning that fight, whereas with Maidana I think it's more that you could make a case for him getting a draw, but nothing more. Outside of that, Floyd had a few competitive bouts which went the distance, but none which left any doubt as to who'd been the better man on the night. So on that basis, those were the two which stand out as being particularly 'tough'. On the other side of the coin, he probably sucked up the most punishment (more than we've ever been accustomed to seeing him take) in the Corley and Cotto fights. No doubt he woke up the morning after those ones knowing he'd been in a scrap. The Judah fight is the one which intrigues and impresses me most though, if we're talking specifically about how difficult a fight was. The fights mentioned above were really more physically taxing for Mayweather than anything else and it was always doubtful whether those opponents could ever sustain what they were doing (Castillo I aside, as oddly enough it was the late rounds where he got on top of Floyd, rather than the early ones). But Judah was an incredibly rare occasion where Mayweather didn't hold all the cards in terms of speed, movement, technique etc. and actually had to make a lot of sharp tactical adjustments as the fight wore on. I suspect we all kind of knew he'd find a way around what those other fellas brought to the table (particularly by 2012 when he faced Cotto) even if there were a few bumps in the road - but that wasn't necessarily a given back in 2006. Judah isn't necessarily one of the very best names on Mayweather's record, but given the circumstances it's right up there with his most satisfying and impressive wins / performances. TL,DR version: Castillo I and Maidana I for sheer closeness and losing the most rounds; Corley and Cotto for the number of worthwhile shots he had to take; and Judah for keeping a cool head under pressure and being forced to use all his ring IQ to make light of any physical disadvantages he might have had.
The closest Mayweather ever came to losing was Judah 1. He could've legitimately been DQ'd when Roger entered the ring. Any other possible loss would've just been from poor judging.
