We've been here before, but Tomba!, The Misadventures of Tron Bonne, and Ninja Five-O; I held each of them in my hands, and either just decided not to get them or got something else instead. There's also Ninja Gaiden Trilogy, which I outright decided to ignore while at a flea market many years ago before the retro boom. I know there may be more, but those are the ones that I always remember and regret not getting the most.
Another would be back when I started buying on eBay, someone was offloading all six Mega Man games for the NES for $100something, and I didn't go through with the deal because at the time I didn't own the console. And what stinks particularly more about this one is that this was back when the hobby had yet become the monster that it is today, so I was indeed going to get a good deal for the lot.
But hey, what can you do? The past is the past—you live and you learn.
I should have purchased Bitcoin in the beginning.
I was actually there and I thought about it long and hard, but I dipped out. It just reeked like sardines at the time to me, and, well, it sounded too good to be true...as funny as that may sound now. No regrets, though; but I do know two that invested early and are now laughing it up like plump ham hocks.