There are various reasons some films go "unreleased" on home video. Usually it involves some "rights" issue in some form or fashion. But, hard-to-find films of this kind become something of a forbidden-fruit and watching them feels like I'm joining some select club. Here are three...
Porgy and Bess (1959)
Hellzapoppin (1941)
HealtH (1980)
(this one is going to require a download where you can switch the audio language to English)