I'm not sure how "obscure" you want exactly. I'm assuming non-Nintendo, non Rock Band/Guitar Hero, and non-Dance games then?
-Bit.Trip Series - Pretty much every game in the series is good. You can get them individually on Wii Ware or get the collection on disc. Great old-school gameplay (each one different, though) that hooks you then really challenges you. And some fantastic, hypnotic music to accompany it.
-Cave Story - This one is a Wii Ware game. Great little game with 2D Metroidvania gameplay, and a lot of charm to the world and characters.
-Data East Arcade Classics - Fantastic collection of old-school classic arcade games. One of the last of it's kind, everything is going download networks, now.
-Konami "Rebirth" Games - Amazing remakes of 3 of Konami's best 8-bit classics: Castlevania: Adventure, Gradius, and Contra. On Wii Ware.
-Metal Slug Anthology - If you like Metal Slug, you NEED to have this one. Great 2D run-n-gun action spanning from the first game to Metal Slug 6 (including MS X).
-House of the Dead 2 & 3 - If you like light-gun shooters, you'll like these arcade greats for the Wii.
-House of the Dead: Overkill - It's still House of the Dead gameplay, but it has such a cooler sense of style to it. It comes off feeling like a 70s drive-in flick. If you like those kind of movies, you'll love this. If you don't, you probably won't like it.
-Pinball Hall of Fame: The Gottileb Collection - Great collection of life-like, accurate video-pinball recreations of real pinball tables dating from the '50s to '80s.
-Pinball Hall of Fame: The Williams Collection - Great collection of life-like, accurate video-pinball recreations of real pinball tables dating from the '50s to '80s.
-Rayman: Origins - Possibly the single greatest platformer on the system, and this is a Nintendo system we're talking about. It's that good, really. The graphics, while 2D, are stunningly gorgeous. The music, is just as amazing as the graphics are, too. The gameplay actually accompanies and enhances the awesome music. And the level-design is fantastic, I just mentioned the gameplay enhancing the music, and a lot of the level-design is to thank for that. And it's HUGE. When you think you've actually beaten the game, and entire new set of areas open up as big as the first. You simply cannot be without this game if you own a Wii.
-Resident Evil: Darkside Chronicles & Umbrella Chronicles - Two games here. But they follow the same formula. Take the locations and history of the awesome RE series, and turn them into a light-gun shooter. If you like RE and you like light-gun shooters, these should keep you entertained.
-SNK Arcade Classics - Fantastic collection of the best first-party Neo-Geo MVS games. Next-best thing to owning an actual MVS, AES, or NGCD. Metal Slug, King of Fighters, Fatal Fury, Magician Lord, Samurai Shodown; they're all represented among others.
