I always liked Battle Of Olympus, Star Wars (NES) and Faxanadu. Especially for Star Wars I’ve seen people saying that it was bad, while I could even go as far as saying that it’s one of my favorite NES games.
I also really like Alicia Dragoon and from what I understood, that’s a game that wasn’t really so successful either.
Splatterhouse for PS3 is good too IMO, and Golden Axe Beast Rider as well, once you have figured out how to go through some ridiculously difficult levels in that game. The first time when I played Golden Axe on PS3, I was very frustrated with the game.