My holy grails are two signed games, one is actually from NintendoAge back in the day when Robin Mihara was selling 25th Anniversary NWC homebrew carts, he auctioned off 10 that came with a signed letter from Thor and I was lucky enough to win one of them.
The other one is truly one of a kind though and I felt incredibly lucky to get it. I was browsing auctions on Buyee one day and noticed a signed Famicom Metal Storm and upon looking closer I realized it was a signed copy of the game that Arino of Game Center CX fame played on the show! If you're not familiar with the show Arino plays old video games and tries to beat them, and at the end the show does a drawing of some sort for whatever game he played in that episode. I pulled up the episode and looked closely just to make sure it was legit and it looked like it! So I quickly purchased it but then drama occurred and the seller cancelled the transaction! This isn't uncommon when buying things from Japan as some sellers do not want items like this leaving Japan. I had a friend that lived in Japan luckily that was willing to purchase, receive the game, and then mail it to me. The seller relisted it (and at a slightly cheaper price!) and I managed to get him to grab it. A short time later it arrived safely at my house. Never thought I'd own something from one of my favorite shows so this is probably the truest holy grail of my collection.