Quite a few, actually: I have been tempted to buy a multi-regional DVD player recently.
I've read multiple reviews for Pink Flamingos and I must say I have been curious about it but I just can't seem to find it on region 2 DVD. Same goes for Gummo and Cannibal Holocaust (it's heavily cut on Region 2).
Although, I am pleased Twin Peaks series 2 has made its way onto Region 2 DVD recently - I'm a huge David Lynch fan and have been meaning to collect the Twin Peaks series for some time.
It is fairly frustrating knowing of films you can't purchase though...