Off the top of my head, I've got Samurai Shodown 2 for NeoGeo, a Kevin Spacey movie on CDi (if that counts), a couple of MPT-03 titles, and some games tapes for the TRS-80 Pocket Computer (PC-2 to be exact).
In the past I had Galactic Attack for the TRS-80 Color, Omega Race for the VIC-20, and some Atarisoft cartridges for the TI-99/4a, but I eventually got systems for them. Slim chance of that happening for my NeoGeo and MPT-03 games.
Picked up Activision's Zone Ranger, and it doesn't seem to fit in any console- not 2600, 5200, 7800, Coleco, Inty, or XEGS. Someday it will play again...
Commodore 64, maybe? Can't think of what else it would have come out for.
I'm tempted to buy the Rare Replay compilation for XBox One even though I don't have an XB1 (or even an HD TV) at this stage because I want to play Conker's Bad Fur Day and it looks like the only means with a sane price tag.
It's crazy to me how expensive Conker's has gotten. When I got it, it was $25 or $30...and at the time I thought that was kind of spendy! Most used N64 games usually only ran you few dollars, $15-20 being the upper range for most used loose carts at the time. That was a while ago, though. Might have actually been around the time this thread was started.
Makes me wish I hadn't sold my copy of Super Mario RPG back in the day.