I've seen a few mentioned here that I was gonna say
Kickle Cubicle (the 2nd one is rare, not got it, but the first is unknown)
Battloetoads (I actually have the GameBoy one, not the NES one)
Mike Tyson's Punch Out! (Yes, Mike Tyson's. Not just "Punch Out!")
Lost Vikings (not got it anymore)
Hydro Thunder (everyone played it in arcade, nobody bought the PC port)
someone mentioned Timesplitters? But it's kinda known over here.
Someone also mentioned Populous: The Beginning. I take it for granted though, having a Master System or Mega Drive (I forget which) cart of the original Populous.
Psybadek (essentially kids shovelware on PS1, but has it's moments)
Hogs Of War (becoming a cult classic now, but obscure at the time)
and for the longest time (it did a bit of a Psychonauts it seems) Freedom Force (and it's sequel) were completely unknown. Recently finally picked up the sequel for just 28p.
EDIT: I have cardboard box Ico too, and a copy of Shadow of the Colossus.