Not necessarily your “grail” items but ones you regret not buying, or wish you had known about in time. For me:
Various 6" Mattel figures that came out when I was on a break from collecting. Nothing that’s expensive though. Just characters I don’t see too often.
Not DC but the ZOIDS i had a bunch as a kid and their so expensive now 
One item I missed out on and very much wanted at its time of release was Kenner’s Turbojet Batwing vehicle, part of The Dark Knight Collection.
It was re-issued in Batman Returns packaging in 1992 and I vividly remember seeing it on an end cap at Walmart. By then I had decided to pass on it.
The Turbojet Batwing now sells mint in box for $600 or so. Walnart’s $30 price was much better 
That would have been solid return on investment!
I had some toys as a kid that I wish I still had, but the big one is my Kenner Robin dragster. As far as misses go, I had my hands on a DCUC Raven and I passed because I didn’t like the gigantic sculpted cape. I didn’t realize that would be the only Raven figure in the 6" scale that any9one would make, earth one native american raven not withstanding.
@moro Indeed it would. Current market asking prices have ensured that the Turbojet Batwing is very, very far out of my price range. If I got one, I’d open it and never sell it.
@KouPilot The Robin Dragster eh? That’s an expensive piece. Did you score it at retail when it came out?
Robin Dragster Fun Fact: it was originally going to be a Batman vehicle in The Dark Knight Collection. The Kenner Action Toy Guide booklets from 1991 show the prototype of it and the Jokermobile that would later be retooled for the BTAS line.
Yeah I got it retail
Also I had to find that kenner action guide, and what a weird and different world that would have been
Nice retail score! Was that before or after the factory fire? I saw the Robin Dragster at a toy show when I was a kid for a very expensive price and that was right after the factory fire news had come out in Action Figure Digest and Action Figure News.
SN: I love the Kenner Action Toy Guides. Those were always a highlight when buying a new Kenner item.
You know I honestly couldn’t tell you. All I know is I had it, and it came from either k-mart or Walmart. I think I lost the missile launcher right away. I’m a robin fanboy so I loved having a car for him. It was no redbird but it did the trick. Also its funny in retrospect how obvious it was that the BTAS Robin figure was a head swapped batman returns robin. Which to my next point that figure has a pretty good sculpting likeness to Marlon Wayans.
Hey, if a body works, it works. I don’t blame Kenner for the Robin re-use. That Batman Returns Robin (one of my favorite Robin figures) has the biggest head of hair ever seen on Tim Drake in well…anything.
I’m glad Marlon Wayans didn’t play Robin. I don’t think that would’ve meshed with Keaton’s Batman well.
I regret not getting the batman rebirth hot wheels car now I can’t find them.
