Ultima: Kyoufu no Exodus (partially found unaired video game-based anime; 1989)
When the video game Ultima III: Exodus was released in Japan on the NES/Famicom in 1989, as well as many other games in the series, other accessories and media was released along side.
These included a CD Soundtrack, 4 manga comics, and a one-episode anime (commonly know as an OVA) although some sources such as The Official Book of Ultima state that it is a multiple-episode series.
The anime was produced by TV Osaka shortly after the release of the game's NES port. The product was indeed finished, however, it was neither shown on TV, nor was it sold on tape. The reasons for this are unknown.
In 1995, during the Kobe earthquake, old tapes with the episode were discovered in an old warehouse and sold off. However, the content doesn't seem to have been made publicly available to this day.
Most likely the only footage that will ever be seen are some clips that were used for a commercial for the NES game.
It is notable that the commercial shows that the characters shown on the Japanese box art are the same as in the anime footage.