I think great soccer was also released in italy.
To my opinion, the boxed card of Hang On is the rarest non japanese game (actually, i'm looking for it ^^ if anyone knows WHERE to search ^^).
In japan, great ice hockey is a collector (only 1000 released, not for sale) far away from bomber raid ^^
Out run 3d was released in the us and also in brasil by tec toy.
The european version is the easiest to find.
The codemasters games (cosmic spacehead, micromachines, fantastic dizzy) are also very rare. Like the euro version of streets of rage 2.
Segamastersystem.com provides a nice rarity list:
http://www.segamastersystem.com/ver%203/raritylist.htm