been there, done that. got into a crazy bidding war with one guy for a very rare collection of Interplay games (ultimate RPG archives, i believe). its rare as is, boxed copy is even rarer. (it came with a 900 page manual). we bid it well over 100$. i won. it was years since ive seen it on ebay, before or after winning that one.
such a list would be pointless since there are a lot more games like that. its like trying to make a list of ALL valuable games across all platforms! plus as mentioned before, sometimes the price of a single rare (normally cheap game) can go three figures instantly because only 2 collectors out there want a copy and have the means to procure it. although its normally a handful of people, like 10 or so that want it, and once they get it the game may drop to 20$ again.