Over the past two years, I have scooped up many a rare game, thanks to eBay and Game X Change, a small used retail chain dealing with DVDs and games as far back as you can think of.
Mega Man 7 goes for about $140-$200 on eBay, found mine at a local retro game store for 90.
Mega Man X3 goes around the same price, got it for about $102.
Mighty Final Fight for the NES, another rare gem, goes for about $55 and up to about $188, I got it for $66.
Final Fight Guy was a remake of the first Final Fight port for the SNES that replaced Cody with Guy, seeing how he wasn't in it. It was released only through Blockbuster in limited quanities. It goes for up to $400 I believe with the box and manual, I got mine for 100 even.
Pretty much I own Mega Man 1-8, Mega Man X1-X8 (which is pretty much all the Mega Man games that matter, with the exceptions of the Legends series).
I even found some rare Street Fighter games, Street Fighter EX 2 Plus goes for anywhere around I believe $40 and up, I got mine for $22, I even found that GOD-AWFUL SHITTY Street Fighter movie game, to which now my friends stare at me funny that I have it.
I have other rarities such as Teenage Mutant Ninja Turtles: Tournament Fighters for the NES, which is worth anywhere for $85 and up, which I got years ago for $4 at a FuncoLand. I miss those stores.
Sega CD is another expensive gem, nowadays. I got mine for $30 at a second-hand store.
Sega Dreamcast, one of the most underrated systems ever. I need one of those. I'm about to get Cannon Spike, which is a very collectible game featuring Cammy, Charlie, and a Marilyn Manson-esque Vega, or Fallen Balrog. Getting that for about $55 at a store, fuckin' layaway, kids. It's a beautiful thing. It's about anywhere from $60 up to more than $100 on eBay.
I have more, just can't think of them. What rare games do YOU have?