Mega Man 6.
Why? it is completely perfect!
I know, I know, I'm talking about a franchise with a big name, but no-one but me cares about it.
If you meant only games without enough sequels, then...
Light Crusader, Pulseman, Alien Soldier and Gleylancer on the Sega Genesis.
I guess I should go to sleep and add some more games here tomorrow.
Oh, and, Aaron Lemcke, you'd not believe how many actually love Majora's Mask.
It's an under-loved game only if you compare it to the rest of the games in the franchise, but it still gets more love than 75% of the games out there...