An rpg i have been coveting for some time
There is ebay, there are dedicated shops which sell out-of-print rpg's, and then there are online shops such as Rpgnow and the like where you can find old games in pdf format. All of these help greatly to get those old school modules or games you were trying to find.
But even so, something remains out of reach. I ignore which games other fellows in the OSR are craving for, but for my part i sometimes find myself longing for a grim and gritty kind of "fantasy" rpg, so my thought goes to Heroes (1979) which i've been coveting for some years now and still am unable to locate at a decent price.
It would be interesting to know which games are most sought after in the OSR community once you complete your AD&D collection, though i suppose one of them is likely to be Mythus by Gary Gygax...
Unfortunately (for me) there are many others much more difficult to find, alas.