There are three items that have bugged me with their nonappearance in the game, so to speak.
First is the Jade Hound figurine, wich summons and astral hound. Not to be mistaken with the Moondog figurine you get trough the Ranger stronghold quest.
Then there is a second location for the Belm+2. I finished the game the first time with Jaheira using one and had no idea that there was one in the ogre tower. Now, of course, I can not remember where I found the one I was using but it was loot from someone killed.
Then there is the boots of phasing, wich think I managed to loot from Chaos in the druid stronghold quest. Unfortunatly I have not the patience to go trough the game again with a druid PC so I can not verify the location.