From my personal experience I'd say TG16, Saturn, Sega CD, Virtual Boy, Neo Geo (all of it), Jaguar, and 3DO stuff is the hardest to find. I rarely come across it and when I do I generally take notice. I'd also throw imports for pretty much any console into the category as well.
As far as specific titles go, there are always rare or uncommon games that at least in person you'll struggle to find.
But as others have said, ebay and the internet have made it relatively easy to find any game, save maybe and NWC or something ultra rare along those lines. But in person it's a whole other ball game.
"TG16, Saturn, Sega CD, Virtual Boy, Neo Geo (all of it), Jaguar, and 3DO"
I would add the Dreamcast to that list. These were all produced in such low quantities that it only takes a small amount of demand to push prices up especially for anything that is complete. I think it is funny to think the WII-U and PS Vita look like huge successes compared to these consoles. (PC Engine and Saturn did well in Japan and those releases are much easier to find).