I don't have anything SUPER rare, but I do have a few things that are pretty rare.
My Casio Loopy, CIB and in near mint condition would definitely be up there. (It was 400 bucks, so it better be pretty rare!)
I did a video of my Loopy: https://www.youtube.com/watch?v=oQh9QVyee3w
I also have a Vectrex, but it's loose. Plumbers Don't Wear Ties for 3DO, Dig Dug for Intellivision, Mean 18 Golf for Atari 7800, and Golden Axe Warrior for Sega Master System are some games I can think of.
Golden Axe Warrior was 16 bucks, boxed with manual, on July 12, 2009 at a going out of business sale, my favorite video game store closed. I would say easily half or more of my pre-PS1 games are from that store.
It's probably not the rarest thing ever, but I also have Zelda Collector's Edition for Gamecube still in its original shrink wrap! I received it for Christmas in 2003, and it's never been opened. 5,202 days in its original wrapper.