Well, it seems like everyone here is talking current gen consoles. Let's go back a bit . . .
Gamecube/XBox - Beyond Good and Evil. It reviewed very high, consistently, but bombed commercially. A unique Zelda-style action RPG that was originally planned as a trilogy, but due to poor sales got the axe. You can get it for Windows at GOG.com.
PC/Windows 95 - M.A.X. was a turn based strategy game that I still play in DOSBox to this day. It also reviewed very high (95% PC Gamer) but sold terribly due to poor marketing. Simply fantastic strategy game. Yes, it's dated, the story is hokey, and it won't hack to widescreen, but the actual core gameplay is spot-on and has yet to be upped, including it's terrible sequel a few years later. You can get it for Windows at GOG.com.
Gamecube/XBox - Beyond Good and Evil. It reviewed very high, consistently, but bombed commercially. A unique Zelda-style action RPG that was originally planned as a trilogy, but due to poor sales got the axe. You can get it for Windows at GOG.com.
PC/Windows 95 - M.A.X. was a turn based strategy game that I still play in DOSBox to this day. It also reviewed very high (95% PC Gamer) but sold terribly due to poor marketing. Simply fantastic strategy game. Yes, it's dated, the story is hokey, and it won't hack to widescreen, but the actual core gameplay is spot-on and has yet to be upped, including it's terrible sequel a few years later. You can get it for Windows at GOG.com.