Amazon keeps a list of videos, movies and TV shows popularly desired, but not yet available, on DVD. It's a neat list, movies in the popular consciousness that are just obscure enough to not have DVD releases. Some seem on the verge, and some that seem less likely deserve a march on movie distributors' offices.
I was going to mention the perpetual lack of a US release of Rosencrantz and Guildenstern are Dead on DVD (and the VHS is out of print), until I did a quick check of eBay and noticed a NTSC no-region "new factory sealed" DVD, Buy-It-Now for $25. Then I remembered when I bought Topsy Turvy on DVD from an eBay seller because Amazon.com didn't have it: when it arrived, it had a little Canadian sticker on it. So I checked Amazon.ca and found it readily available. CA doesn't have R&G, but UK does ("region 0", but PAL).
Also: Murnau's Sunrise is available on DVD in the US, but apparently only as part of this boxed set— which is a good thing, because you also get How Green Was My Valley, Gentleman's Agreement and All About Eve, all with historian commentaries and other nice features, for just $31.
I would avoid the eBay R+G, which is almost certainly either the legitimate Korean release from Daum media or a bootleg based off of it; not region-coded as far as I know but full-screen. The R0 PAL is 16x9 anamorphic widescreen, at least.
Apparently Costco was selling individually-packaged copies of Sunrise earlier this year. Not sure if they still have it.