For me, I almost had a Sparrow/FX (Falcon) prototype but two things ruled it out for me... it was missing the Blitter chip I believe and the more obvious part probably, the price. At the time I couldn't justify the cost of the thing but sometimes I regret not picking it up. The fact that I've thought back to it a handful of times reinforces said regret.
Same thing happened when I was offered an Atari PC1 for $20. I dropped the ball and figured it would just take up space. Now I can't find one to save my life and have kind of been after one off and on for years now.
I e-mailed one of the guys who worked on Phear for the Atari Jaguar before Nintendo came in and swooped it up but was about a week too late in my contact time. He had a box full with hundreds of new Phear promo flyers and had no idea what or why to keep them, only to toss the entire bunch out. It's something like that where I wish I could've picked up and distributed freely with paid postage to interested parties/collectors all around.
Another time when I was trying to get prototype chips of the Jaguar II from Motorola. They were doing some sort of transition at the time and I had missed their purge by only a month. The lady I had spoken with was very apologetic that she couldn't have helped me sooner. I really enjoyed communicating with some of these people despite the sad news to be had.