A ROM has been released for it but I would have tracked down and purchased an official copy of Space Fantasy Zone had it been released.
Lemme think of some others....
Curse for the Genesis. I remember as a kid seeing the 2-page spread of the whole Genesis Does What Nintendon't and seeing the pic for Curse: Quest for the Solar Grail. I dunno why but I was sold on the subtitle alone. There was another game due by Sage's Creation that I can't remember the name to, either Blue's Odyssey or Star Odyssey.
I don't remember what year it was but I was at E3 in '97 and '98 and remember seeing a game for PS1 called Popcorn. I don't know if it got renamed or canceled, but it was a decent title from what I saw of it.
I really wish Mario Kart Arcade GP 1 and 2 got home releases. I would second the Capcom Fighting All-Stars. The game didn't look bad at all, not sure why it got canned. What they ought to do is make Ingrid a DLC for SSF IV.
I need to pick my brain some more and post again later. I KNOW there's more that I'm just not thinking of at the moment.