Radiant Silvergun

Actually, it wasn't really very limited at all, it's just that the game is in high demand. It's possible to get new sealed copies fairly easily if you're willing to pay the price.
The game was printed in normal runs, and I think there were more than one prints. The problem is that the demand outside Japan was (and still is) massive. I read somewhere that Radiant Silvergun was the most imported Saturn game in the USA. Import stores and Ebay'ers saw in this a huge opportunity, since only a fraction of copies were readily avaliable for importing (I believe many copies of most Japanese-only games will end up outside the reach of importers).